The invention relates to a cold gas spraying method with the aid of which a substrate to be coated can be coated with particles. According to the invention, it is provided that microencapsulated agglomerates of nanoparticles are used as particles. This advantageously allows the advantages that accompany the use of nanoparticles to be used for the coating. The nanoparticles are held together by microencapsulations, wherein the microencapsulated particles formed in this way that are used in the cold gas spraying method have dimensions in the micrometer range, thereby allowing them to be used in the first place in cold gas spraying The microencapsulated nanoparticles may be used for example to produce a UV protective coating on lamp bases for gas discharge lamps.