To apply a thermal barrier coating (10), a plasma jet (5) is generated by a plasma torch in a work chamber (2) and is directed to the surface of a substrate (3) introduced into the work chamber, and a ceramic coating material is applied to the substrate surface by means of PS-PVD, wherein the coating material is injected into the plasma jet as a powder and is partly or completely vaporized there. On applying the thermal barrier coating, in a first workstep the feed rate of the injected powder is set so that a large part of the injected powder vaporizes, wherein the coating material condenses from the vapor phase on the substrate surface and forms mixed phases with the material of the substrate surface. In a second workstep, the feed rate of the injected powder it increased by at least a factor of 5, whereby the portion of the powder which vaporizes is reduced and the coating material is deposited in the form of elongate columns which form an anisotropic microstructure and which are aligned substantially perpendicular to the substrate surface.