A heat shield according to the invention on a support structure comprises a number of heat shield elements, which are configured and arranged on the support structure such that they abut each other leaving gaps. The support structure of the heat shield according to the invention has a peripheral direction and an axial direction, the heat shield elements abutting each other in the peripheral direction of the support structure leaving a gap, hereafter referred to as a peripheral gap, and in the axial direction of the support structure leaving a gap, hereafter referred to as an axial gap. Both the peripheral gaps and the axial gaps are also sealed by sealing elements, the sealing elements sealing the axial gaps being at a different distance from the support structure from the sealing elements sealing the peripheral gaps.