The present invention relates to a thermal shield 1 for at least partly surrounding a newborn infant by the shield 1 to protect it from undesired cooling or heating. The shield 1 comprises a first layer 3 and a second layer 4 both of a transparent material, which layers 3,4 are joined so that there is at least one air containing pocket 5 between the layers 3,4. When the thermal shield 1 is in use, the mutual arrangement of the first and second layers 3,4 allows the at least one pocket to be deformable to an amount necessary for establishment of acoustic contact between the skin of the infant 10 and an acoustic transducer 11 placed on an outer surface of the second layer 4. In some embodiments of the thermal shield, the at least one air containg pocket 5 is air tight, and acoustic contact can be established over an area of at least 1 cm 2 . In other embodiments, there is at least one open passage 13 from the surroundings and into each of the at least one air pocket 5 between the first and second layers 3,4, and the compliance of the first layer 3 is higher than the complicance of the second layer 4 so that when an infant is placed in the shield 1, the first layer 3 clings around the infant while the second layer 4 deforms to a lesser extent than the first layer 3 so that air from the surroundings flows into the at least one air pocket 5 via the open passage 13.