COM 0x8001010E error when invoking from a new thread

I have a c++ DLL that uses an IDispatch interface to invoke methods on a third party DLL. It works if I invoke those methods from the original thread but if a new thread is started (not the one CoCreateInstance was called on) to invoke the method after the it throws a 0x800101E error is thrown. I also tried CoInitialize on the second thread without success.

The error 0x8001010E is RPC_E_WRONG_THREAD "The application called an interface that was marshalled for a different thread.".

You are breaking COM apartment rules and you are attempting to use an interface pointer on a thread that does not belong to apartment the pointer is valid for. To pass interface pointer to another apartment use marshaling.

See What is COM marshaling and how do I use it? and CoMarshalInterThreadInterfaceInStream function, and this Understanding The COM Single-Threaded Apartment.