The Aerosol Deposition (AD, also known as gas kinetic spraying or vacuum deposition) method is a rather novel coating process to produce dense thick films directly from dry ceramic (or metal) powders on a variety of substrates without any heat treatment. Because of the similarity of the up to now used powders and lunar regolith, it is imaginable to use AD systems for future in situ resource utilization missions on the Moon planned by several space agencies. To test the feasibility of such an endeavor, the processability of lunar mare simulant EAC-1 by the AD method has been examined in this study. Three regolith films with an area of 25 × 10 mm², and thicknesses between 2.50 µm and 5.36 µm have been deposited on steel substrates using a standard AD setup. Deposited films have been investigated by Laser Scanning Microscopy (LSM) and Scanning Electron Microscopy (SEM). Moreover, the roughness and Vickers hardness of the deposited films and the underlying substrates have been measured. It has been shown that dense consolidated films of regolith simulant can be produced within minutes by AD. The deposited films show a higher roughness and, on average, a higher hardness than the steel substrates. Since on the Moon, naturally available regolith powders are abundant and very dry, and since the required process vacuum is available, AD appears to be a very promising method for producing dense coatings in future Moon exploration and utilization missions.