The present disclosure is directed to a physically crosslinked, closed cell continuous multilayer foam structure comprising at least one foam polypropylene/polyethylene layer with a TPU cap layer. Themultilayer foam structure can be obtained by coextruding a multilayer structure comprising at least one foam composition layer with at least one cap composition layer, irradiating the coextruded structure with ionizing radiation, and continuously foaming the irradiated structure.