A rotor containment structure for gas turbine engine comprises an inner containment layer having a single integral body defining an annular structure about the rotor, and having a support on the inner surface of the inner containment layer for at least one shroud segment. An outer containment layer provides containment strength to contain blade fragments and defining an annular structure about the inner containment layer. Air passage through the outer containment layer for air to pass from an exterior of the outer containment layer to an interior of the outer containment layer; and the inner containment layer being connected at a first end to the outer containment layer with a gap defined between the inner surface of the outer containment layer and the outer surface of the inner containment layer, the gap being in fluid communication with the air passage such that air flows through the gap, beyond a free second end of the inner containment layer.