Atmospheric plasma spray (APS) of mechanically alloyed equiatomic AlCoCrFeNi high entropy alloy (HEA) results in a complex alloy-oxide coating. All the constituent phases have been identified via extensive microscopy and spectroscopy at various length scales. This microstructural characterization along with the in-flight particle size and temperature measurements and single-pass studies have been used to decode the particle-plasma-atmosphere interaction that resulted in the observed coating microstructure. Particles finer than 5 µm diameter are expected to melt, spheroidize and oxidize completely in-flight when closer to the plasma plume core, whereas those larger than 15 µm only exhibit softening and surface oxidation. Molten particles splat on impact resulting in typical lamellar microstructure, while the unmelted particles either get embedded in the coating or bounce off the substrate. Equiatomic AlCoCrFeNi powder oxidizes differently under APS environment than the cast alloy does during isothermal oxidation; resulting in multiple oxides – alumina, chromia, spinels and residual unoxidized alloy cores. Understanding these phenomena in conjunction with each other enables us to tailor feedstock and spray parameters to obtain the desired coating properties. © 2019 Elsevier B.V.