Real-time computational simulations on cavity filling process by cold gas dynamic spray and powder jet deposition process with covering from micro to macroscale were carried out in order to give an insight for their advanced applications to joining, crack repair and dental treatment. It was made clear that shock wave appears in front of the substrate due to under-expansion of jet, even in a micro nozzle-substrate distance in the powder jet deposition process. By clarifying the relation between shock wave, cavity configuration and particle in-flight behavior in supersonic jet in detail, optimum cavity configuration for cavity filling process has been proposed both numerically and experimentally. When the the shock wave covers up the cylindrical cavity, cavity cannot be filled at all. Under the condition of shock wave appearing inside the cylindrical cavity, cone-shape deposition was formed due to the back flow jet near the cavity side wall. By adopting cone-shape cavity, cavity can be filled completely resulting from the suppression of the back flow jet near the cavity side wall.