An assembly for protecting a sensor connected to a wiring harness is disclosed. The assembly includes a heat shield having a bore for receiving the sensor. An elongated harness sleeve extends outwardly from the sensor and through the bore of the heat shield, the harness sleeve surrounding the wiring harness. A positioning device for holding the heat shield at a predetermined position along the harness sleeve engages both the harness sleeve and the heat shield. The positioning device is formed from an elongated band that surrounds a central space. A plurality of flexible, resilient fingers are positioned on the band and extend inwardly into the central space. The fingers forcibly engage the harness sleeve to hold the device and the heat shield with which it is engaged in a predetermined position along the harness sleeve surrounding the sensor.