Thermal spray coating methods and thermal spray coated articles are disclosed. The thermal spray coating method includes positioning a covering on a cooling channel of a component, and thermal spraying a feedstock onto the covering. The covering prohibits the feedstock from entering the cooling channel in the component and is not removed from the component. In another embodiment, the thermal spray coating method includes providing a component comprising a substrate material, providing a cooling channel on a surface of the component, positioning a covering on the cooling channel, and thermal spraying a feedstock onto the component and the covering, the feedstock comprising a bond coat material. The covering prohibits the bond coat material from entering the cooling channel. The thermal spray coated article includes a component, a cooling channel, a covering on the cooling channel, and a thermally sprayed coating on the component and the covering.