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In this work, we traced structural transformations of an Al62.5Cu25Fe12.5 alloy, in which a quasicrystalline icosahedral phase (i-phase) can be formed, upon spraying onto a substrate and consolidation from the powder into the bulk state. The Al62.5Cu25Fe12.5 powder was obtained by gas atomization and consisted of i-phase and τ-phase AlCu(Fe). The powder was detonation sprayed (DS) and consolidated by spark plasma sintering (SPS)/hot pressing (HP). During DS, the particles experienced partial or complete melting and rapid solidification, which resulted in the formation of coatings of a complex structure. The composite regions containing i-phase were inherited from the powder alloy. The fraction of the material that experienced melting solidified as β-phase AlFe(Cu) in the coating. It was suggested that the difficulty of obtaining i-phase upon post-spray annealing is related to aluminum depletion of the alloy during DS. During SPS and HP, the elemental composition of the alloy was preserved, while the exposure to an elevated temperature led to phase homogenization. SPS and HP conducted at 700ºC resulted in full densification and the formation of a single-phase quasicrystalline alloy. The sintered single-phase alloy showed a higher microhardness in comparison with the DS coatings.