An assembly for a gas turbine engine includes a first casing, a second casing, and struts extending from the first casing to support the second casing. The assembly further includes a fairing and a multi-piece heat shield assembly. The fairing is disposed between the first casing and the second casing and around each of the struts. The multi-piece heat shield assembly includes a first shield extending between the first casing and the fairing, and a second shield extending between the fairing and the first casing. The multi-piece heat shield assembly further includes a third shield extending between the fairing and the second casing, and fourth and fifth heat shields extending from the third heat shield between the fairing and each of the struts.