A laser-sustained plasma lamp includes a gas containment structure configured to contain a volume of gas. The gas containment structure is configured to receive pump illumination from a pump laser for generating a plasma within the volume of gas. The gas containment structure includes one or more transmissive structures being at least partially transparent to the pump illumination from the pump laser and at least a portion of the broadband radiation emitted by the plasma. The one or more transmissive structures have a graded absorption profile so as to control heating of the one or more transmissive structures caused by the broadband radiation emitted by the plasma.