The invention provides a process for applying a heat shielding coating system on a metallic substrate. The coating system comprises at least three individual layers selected from the group of barrier layer, hot gas corrosion protection layer, protection layer, heat barrier layer, and smoothing layer. The coating system is applied to the metallic substrate by low pressure plasma spraying in a single operation cycle. This process enables the layers to be applied in an arbitrary sequence. The process is preferably used in applying a coating system to a turbine blade, particularly a stator or a rotor blade of a stationary gas turbine or of an aircraft engine, or to another component in a stationary or aircraft turbine that is subjected to hot gas.