A turbine assembly is provided. The turbine assembly includes a gas turbine engine including at least one hot gas path component formed at least partially from a ceramic matrix composite material. The turbine assembly also includes a treatment system positioned to receive a flow of exhaust gas from the gas turbine engine. The treatment system is configured to remove water from the flow of exhaust gas to form a flow of treated exhaust gas, and to channel the flow of treated exhaust gas towards the at least one hot gas path component. The at least one hot gas path component includes a plurality of cooling holes for channeling the flow of treated exhaust gas therethrough, such that a protective film is formed over the at least one hot gas path component.