This paper investigates the effect of arc spraying power on the microstructure and mechanical properties of Zn–Al coatings deposited on carbon fiber reinforced epoxy composites (CFRE composites). The bond strength between the Zn–Al coatings and the substrates was tested on a RGD-5 tensile testing machine. The microstructures and phase composition of the as-sprayed coatings were examined by scanning electron microscopy (SEM) and X-ray diffraction (XRD), respectively. The results showed that both the melting extent of Zn–Al particles and the bond strength of the coatings were evidently improved by increasing the spraying power. Moreover, the content of crystalline Zn–Al coatings was slightly changed. Observation of fracture surfaces showed that the Zn–Al coatings could bond well with the carbon fiber bundles using 40 kW spraying power.