A method of making a coated article (e.g., window unit), and corresponding coated article are provided. A layer of or including diamond-like carbon (DLC) is formed on a glass substrate. Then, a protective layer is formed on the substrate over the DLC inclusive layer. During heat treatment (HT), the protective layer prevents the DLC inclusive layer from significantly burning off. Thereafter, the resulting coated glass substrate may be used as desired, it having been HT and including the protective DLC inclusive layer.