The present invention discloses a thermal spray apparatus with improved thermal efficiency and wear resistance in both the nozzle and barrel combustion chamber. Specifically, disclosed herein is a thermal spray apparatus for spraying substrate coatings, comprising a high velocity oxygen fuel (HVOF) gun wherein said gun includes a combustion chamber generating heated flow therefrom and a nozzle downstream from said chamber. The nozzle and/or chamber contain a first layer of material heated by the flow, and a second layer of material which contacts the first layer when said first layer is heated. The first layer has a thermal conductivity that is lower than said second layer and preferably a lower thermal expansion coefficient. In use, the contact of the first heated layer of material with the second layer operates to remove heat from the first layer therein providing automatic/self-regulating temperature control of the HVOF apparatus.