A method for producing a diffusion cooling hole extending between a wall having a first wall surface and a second wall surface includes forming a cooling hole inlet at the first wall surface, forming a cooling hole outlet at the second wall surface, forming a metering section downstream from the inlet and forming a multi-lobed diffusing section between the metering section and the outlet. The inlet, outlet, metering section and multi-lobed diffusing section are formed by laser drilling, particle beam machining, fluid jet guided laser machining, mechanical machining, masking and combinations thereof.