A method of applying a protective coating to a substrate includes the steps of: providing a turbine engine component substrate formed of a ceramic matrix composite material, forming an environmental barrier coating layer including a rare earth disilicate material directly on the substrate, treating an outer surface of the environmental barrier coating layer to form a thermal barrier coating layer including a porous rare earth monociliate material directly on the environmental barrier coating layer. The step of treating the outer surface is performed using a thermal process consisting of the application of heat or a chemical-thermal process consisting of the application of heat and a chemical. The method further includes infiltrating at least a portion of the pores with a metal solution or suspension.