Effects of velocity dispersion of dark matter particles on the CMB TT power spectrum and on the matter linear power spectrum are investigated using a modified CAMB code. Cold dark matter originated from thermal equilibrium processes does not produce appreciable effects but this is not the case if particles have a non-thermal origin. A cut-off in the matter power spectrum at small scales, similar to that produced by warm dark matter or that produced in the late forming dark matter scenario, appears as a consequence of velocity dispersion effects, which act as a pressure perturbation.