a thermal sleeve for protecting an electronic member connected to a wiring harness , assembly therewith and method of construction are provided . the thermal sleeve includes a tubular heat - settable nonwoven inner layer having a generally cylindrical portion and an outer surface extending along a longitudinal central axis between opposite open ends . a reflective outer layer is disposed about the outer surface . at least one finger of the heat - settable nonwoven inner layer extends radially inwardly from the generally cylindrical portion . the at least one finger is heat - set to remain extended radially inwardly absent an externally applied force thereon . the at least one finger has a free end surrounding a through opening sized for receipt of the wiring harness .