A new approach is presented to produce amorphous porous silicon coatings (a-pSi) with closed porosity by magnetron sputtering of a silicon target. It is shown how the use of He as the process gas at moderated power (50-150 W RF) promotes the formation of closed nanometric pores during the growth of the silicon films. The use of oblique-angle deposition demonstrates the possibility of aligning and orientating the pores in one direction. The control of the deposition power allows the control of the pore size distribution. The films have been characterized by a variety of techniques, including scanning and transmission electron microscopy, electron energy loss spectroscopy, Rutherford back scattering and x-ray photoelectron spectroscopy, showing the incorporation of He into the films (most probably inside the closed pores) and limited surface oxidation of the silicon coating. The ellipsometry measurements show a significant decrease in the refractive index of porous coatings (n(500 nm) = 3.75) in comparison to dense coatings (n(500 nm) = 4.75). The capability of the method to prepare coatings with a tailored refractive index is therefore demonstrated. The versatility of the methodology is shown in this paper by preparing intrinsic or doped silicon and also depositing (under DC or RF discharge) a-pSi films on a variety of substrates, including flexible materials, with good chemical and mechanical stability. The fabrication of multilayers of silicon films of controlled refractive index in a simple (one-target chamber) deposition methodology is also presented.