A method of coating a substrate by thermal application of the coating materials using a plasma jet is disclosed. The properties of the plasma jet are determined by controllable process parameters. The coating material and a process gas mixture are injected into the plasma jet where the coating material is partly or completely evaporated depending on the controllable parameters. The phases of the coating material present in vapor and, optionally, condensed form are at least partly deposited on the substrate. A diagnostic measuring method determines the relative proportion of vapor and/or condensed phase for the coating material transported in the plasma jet. The controllable process parameters are set with respect to desired values using such measured data. Regulation of direct manufacture of the coating, particularly a multi-layer coating system, is carried out with respect to these desired values, which correspond to a predetermined vapor or condensed phase proportion.