Protective blankets include a plurality of sheets of material operatively coupled together to define the protective blanket. The plurality of sheets includes at least one sheet composed of carbon nanotube reinforced composite material and at least one sheet composed of a different material. Methods of assembling protective blankets include layering the plurality of sheets and operatively coupling together the plurality of sheets. Spacecraft include a body and a protective blanket operatively coupled to the body. Methods of assembling spacecraft include coupling a protective blanket to the body of a spacecraft.