Thin coatings of atmospherically deposited dust can mask the spectral characteristics of underlying surfaces on Mars from the visible to thermal infrared wavelengths, making identification of substrate and coating mineralogy difficult from lander and orbiter spectrometer data. To study the spectral effects of dust coatings, we acquired thermal emission and hemispherical reflectance spectra (5–25 μm; 2000–400 cm⁻¹) of basaltic andesite coated with different thicknesses of air fall‐deposited palagonitic soils, fine‐grained ceramic clay powders, and terrestrial loess. The results show that thin coatings (10–20 μm) reduce the spectral contrast of the rock substrate substantially, consistent with previous work. This contrast reduction continues linearly with increasing coating thickness until a “saturation thickness” is reached, after which little further change is observed. The saturation thickness of the spectrally flat palagonite coatings is ∼100–120 μm, whereas that for coatings with higher spectral contrast is only ∼50–75 μm. Spectral differences among coated and uncoated samples correlate with measured coating thicknesses in a quadratic manner, whereas correlations with estimated surface area coverage are better fit by linear functions. Linear mixture modeling of coated samples using the rock substrate and coating materials as end‐members is also consistent with their measured coating thicknesses and areal coverage. A comparison of ratios of Thermal Emission Spectrometer (TES) spectra of dark and bright intracrater and windstreak deposits associated with Radau crater suggests that the dark windstreak material may be coated with as much as 90% areal coverage of palagonitic dust. The data presented here also will help improve interpretations of upcoming mini‐TES and Thermal Emission Imaging System (THEMIS) observations of coated Mars surface materials.