When producing coated particles by charging core particles into a coating space and vacuum-evaporating coating material on the core particles, or by bringing gaseous coating material into contact with the core particles, the core particles having a mean particle size of not larger than 10 mu m and having a powder distribution [DM/5, 5DM] >/= 90% are so dispersed that the degree of dispersion beta is greater than 70%. The core particles can be coated with the coating material even though the particles consist only of very small particles or consist mainly of very small particles. The resultant coated particles are uniformly coated with the coating material and do not contain uncoated particles or partially coated particles due to aggregation. The method imparts an extremely great merit to the industrial production.