The work aims to obtain the FeAl intermetallic coating with dense structure by redesigning feedstock powder of high velocity oxygen fuel (HVOF), and then investigate the effect of heat treatment on the structure of sprayed coating in details. The spraying efficiency was enhanced by adding aluminum powder with mass ratio of 5% into the feedstock powder to prepare the dense FeAl-Al coating on the surface of 316L stainless steel. After vacuum heat treatment, the variations in microstructure, composition, structure and micro-hardness of the coating at different heat treatment temperature were investigated in details by X-ray diffractometer (XRD), scanning electron microscope (SEM), energy dispersive spectrometer (EDS) and vickers microhardness tester. The thickness of as-sprayed FeAl-Al coating was about 150 μm and the phase was Fe2Al5. No single Al was detected. The diffraction peak of Fe2Al5 strengthened as the heat treatment temperature increased. After heat treatment at 500 ℃, the micro pores between the flat particles in the spray coating disappeared, and the density of the coating increased obviously. However, cracks parallel to the interface were found in the coating after 800 ℃ heat treatment. Micro-hardness of as-sprayed FeAl-Al coating was 465.06HV0.1, while it increased to 472.06HV0.1 after heat treatment at 500 ℃ for 2 hours. The micro-hardness of the coating decreased obviously after the heat treatment temperature increased. The introduction of Al powder with a mass of 5% can obviously improve the efficiency of HVOF, and obtain FeAl-Al coating with dense structure and bonded to the substrate tightly. Proper heat treatment can further eliminate the spraying defects, resulting in the increase of the micro-hardness and compacter microstructure.