Five Al–Al2O3 coatings were deposited by gas dynamic cold spray, using feedstocks containing 0, 10, and 50 wt.% of Al2O3 particles admixed into commercially pure Al powders. Two feedstocks were made using Al2O3 powders with an angular, blocky Al2O3 morphology, two feedstocks used Al2O3 powders with a spherical morphology, and the fifth consisted of 100% Al. The influence of Al2O3 concentration and morphology in the feedstock powders on the cold spray coating formation was measured in terms of Al2O3 recovery in the coatings, deposition efficiency, and microstructural analysis. The Al–Al2O3 coatings were then subjected to dry sliding wear experiments from which the friction, wear, and microevolution of third body structures in the wear track and transfer film were observed. The spherical Al2O3 morphology was associated with improved tribological behavior compared to the angular morphology when comparing similar coating concentrations of Al2O3.