An air data probe is disclosed. The air data probe may include a probe body having an interior cavity and coated by a protective shell. A sensing port may be disposed in the air data probe and may extend through the probe body. The sensing port may also be lined by the protective shell. The protective shell may be made of an austenitic nickel-chromium alloy, or stainless steel, or any relatively corrosion resistant material. The probe body may be made of nickel, or a nickel alloy, or any relatively thermally conductive material. The protective shell may be joined to the probe body by additive manufacturing, such as laser cladding. In this manner, an air data probe capable withstanding high temperatures without corrosion and yet also being relatively thermally conductive is disclosed.