An interchangeable electrode interface for a thermal spray plasma gun, comprising: an interchangeable electrode comprising a mounting portion having an internal space sized and configured for receiving a cooling fluid therein and for accommodating therein a front portion of a cooling tube, a receiving zone, a first connecting section, and a first annular coupling surface, wherein the interchangeable electrode is a cathode further comprising a tip having a front end for generating a continuous plasma arc discharge and having a rear portion fixed to and extending into the receiving zone; a component arrangeable in the plasma gun, the component comprising a second connecting section and a second annular coupling surface; and an annular seal for preventing the cooling fluid from escaping the internal space and being spaced from the first and second annular coupling surfaces, wherein the first connecting section comprises an external thread and the second connecting section comprises an internal thread, wherein the first and second annular coupling surfaces are in electrical and mechanical contact with one another, and the first connecting section is removably connectable to the second connecting section, wherein the annular seal is arranged to provide sealing between an inner circumferential surface of the component and an outer circumferential surface of the cathode; and the annular seal is arranged in an outer circumferential groove on the outer circumferential surface; or the annular seal is arranged in an inner circumferential groove on the inner circumferential surface; characterized in that the annular seal is located axially in front of the first and second annular coupling surfaces and the first and second annular coupling surfaces are located axially in front of the first and the second connecting section with reference to a center longitudinal axis of the interchangeable electrode extending in a direction from the first connecting section towards the front end. an interchangeable electrode comprising a mounting portion having an internal space sized and configured for receiving a cooling fluid therein and for accommodating therein a front portion of a cooling tube, a receiving zone, a first connecting section, and a first annular coupling surface, wherein the interchangeable electrode is a cathode further comprising a tip having a front end for generating a continuous plasma arc discharge and having a rear portion fixed to and extending into the receiving zone; a component arrangeable in the plasma gun, the component comprising a second connecting section and a second annular coupling surface; and an annular seal for preventing the cooling fluid from escaping the internal space and being spaced from the first and second annular coupling surfaces, wherein the first connecting section comprises an external thread and the second connecting section comprises an internal thread, wherein the first and second annular coupling surfaces are in electrical and mechanical contact with one another, and the first connecting section is removably connectable to the second connecting section, wherein the annular seal is arranged to provide sealing between an inner circumferential surface of the component and an outer circumferential surface of the cathode; and the annular seal is arranged in an outer circumferential groove on the outer circumferential surface; or the annular seal is arranged in an inner circumferential groove on the inner circumferential surface; characterized in that the annular seal is located axially in front of the first and second annular coupling surfaces and the first and second annular coupling surfaces are located axially in front of the first and the second connecting section with reference to a center longitudinal axis of the interchangeable electrode extending in a direction from the first connecting section towards the front end.