A splatter capture shield for impingement ovens. The shield has a plurality of elements which are vertically overlapping but not physically touching to allow the jetted air streams of the impingement oven into a baking pan, but not to allow escaping gas with entrained grease to pass through the shield without hitting one of the shield elements. The vaporized grease collects on the shield elements and then drips back down on the food item, thus self-basting the food item.