A method of making a protective coating forming a thermal barrier on a superalloy metal substrate, the method comprising:
- forming a bonding underlayer of an intermetallic compound on the substrate, the underlayer comprising at least aluminum and a metal from the platinum group;
- and
- forming a ceramic outer layer which is anchored on an alumina film present on the surface of the bonding underlayer,
- wherein forming the bonding underlayer comprises using physical vapor deposition to alternately deposit an aluminum layer and a layer of the metal from the platinum group so that at least three layers are formed in total, and causing the resulting layers to react together exothermally.