The method for manufacturing a made-to-measure prosthetic sleeve from a thermoformable preform includes: providing a reduced positive mold corresponding to the copy of the shape of the stump of the residual limb reduced by 3 to 5% of all of the circumferences of the shape of the stump; providing a preform made from a thermoformable elastomer base, the preform presenting an open proximal end, a closed distal end, a uniform wall thickness and a hardness of more than 40 Shore A; placing the preform on the reduced positive mold to form a preform/mold assembly; shaping the preform by heating the preform/mold assembly to a temperature between 60° C. and 150° C.