A tissue ablation probe comprises an electrically conductive probe shaft, at least one electrode, and an electrically insulative sheath disposed on the probe shaft. The insulative sheath has thickened regions forming alternating ribs and depressions that longitudinally extend along the probe shaft. The ribs allow the ablation probe to be delivered through a tightly toleranced delivery device. While the ribs may shear off during the delivery process, the underlying probe shaft will remain covered by the remaining portion of the insulative sheath. The tissue ablation probe may be used in a tissue ablation assembly that additionally comprises a delivery cannula having a lumen in which the tissue ablation probe may be removably disposed. In this case, the sheath has an outer periphery having a size substantially the same as the diameter of the lumen, so that the inner surface of the delivery cannula cooperates with the depressions to create lumens that longitudinally extend within the cannula.