A cold gas spray gun is disclosed. The spray gun includes a high-pressure gas heater which has a pressure vessel through which gas flows and a heating element situated in the pressure vessel, as well as a mixing chamber in which particles can be admixed with the gas through a particle feed. A Laval nozzle is arranged downstream in the direction of flow of the gas and consists of a convergent section, a nozzle throat and a divergent section. The high-pressure gas heater and/or the mixing chamber is/are at least partially insulated on the inside in the areas of contact with the gas.