Steel 35CrMo is widely used to produce the principal axis of machine, but the principal axis is often abraded or scratched during its service. The CoCr coating produced by electro-spark deposition on the machine principal axis of 35CrMo can solve the problem and resume its application. In this study, the interface behavior of joint between the CoCr coating and the 35CrNo steel substrate was studied. The microstructure of CoCr coating was also observed and analyzed by using a scanning electron microscope with an energy dispersive X-ray spectroscopy analysis. A narrow layer of elements diffusion containing Co0.72Fe0.28, CoCr and Co7Fe3 was detected in the bonding interface between the CoCr coating layer and the 35CrMo steel substrate. The CoCr coating with higher microhardness was obtained on the substrate. The results reveal that a joint between the CoCr alloy and the steel 35CrMo substrate with stable quality can be obtained by electro-spark deposition.