In a method of forming a compression sleeve, flexible bladder layers are secured together to define first and second adjacent flexible sleeve sections. A rigid structural component, such as a tube for delivering air to a bladder of the sleeve or another structure, is secured between the first and second flexible sleeve sections to prevent buckling a movement of the sleeve sections downward when the sleeve is wrapped around a leg the wearer. An inner layer and an outer cover are secured to the bladder layers at a plurality of discrete weld spots to provide further structural support to the sleeve.