A hot gas path component for an engine may generally include a substrate extending between an outer surface and an inner surface opposite the outer surface. The outer surface may be configured to be exposed to a hot gas path of the engine. In addition, the substrate may be formed from a non-metallic composite material. The hot gas path component may also include a thermal coating disposed on the inner surface of the substrate. The thermal coating may be applied to the inner surface so as to have a non-uniform distribution along at least a portion of the inner surface, wherein the non-uniform distribution provides for change in a thermal gradient experienced across the hot gas path component between the outer and inner surfaces of the substrate.