A particle impact damper including an outer body defining an internal cavity and a plurality of spherical particles positioned within the cavity. The spherical particles each include an inner core made of a high density and a high modulus material, such as tungsten, and a thin outer coating made of a high coefficient of friction and low yield strength material, such as aluminum. The cavity has a high coefficient of friction inner surface. The spherical particles can be provided in two sets of particles including a first set having a larger diameter and a second set having a smaller diameter so as to increase the fill ratio of the particles in the cavity.