A protective shield for a sensor subassembly is disclosed. The protective shield includes a cover member and a plurality of mounting tabs. The plurality of mounting tabs extend from the cover member. Each of the plurality of mounting tabs is adapted to engage with a sensor housing of the sensor subassembly, such that the cover member is adapted to cover at least one sensor accommodated in the sensor subassembly. The provision of the cover member prevents at least one of heat, ambient particulate matter, particles or spray of liquid that may be present in the HVAC environment (such as water, oil, and refrigerant), vibration, electrical noise, and other emissions within the environment of the HVAC system from directly contacting the at least one sensor accommodated in the sensor housing.