A method of producing a coated gypsum board includes depositing a gypsum slurry to form a wet gypsum board having a gypsum core; applying a coating to the wet gypsum board; and drying the wet gypsum board, wherein the step of applying the coating occurs prior to the step of drying and the coating penetrates through at least a portion of the facing sheet and into at least a portion of the gypsum core. A board produced by the method is made with a coating that matches a joint compound.