A windage shield system is provided. The system includes an annular cavity having an inlet end and an outlet end. The annular cavity is configured to direct a flow of cooling fluid from the inlet end to the outlet end. The system also includes a source of a flow of cooling fluid coupled in flow communication with the annular cavity. The annular cavity is bounded by a stationary component and a rotating component, and the rotating component introduces heat into the annular cavity by windage effects. The system also includes a cooling channel coupled in flow communication with the outlet end, and a first windage shield extending from the outlet end towards the inlet end within the annular cavity.