A downhole probe of a drilling rig has a probe sleeve for protecting the downhole probe. The probe sleeve may be made of a metal or a polymer such as polyphenylene sulfide. The probe sleeve may be heat-shrinkable to provide a tight fit between the downhole probe and the probe sleeve. The probe sleeve may include one or more protrusions shaped to engage a centralizer surrounding at least part of the downhole probe. The one or more protrusions may be arranged to prevent rotation of the centralizer relative to the probe sleeve. The probe sleeve may be made using a modified extrusion process and may include reinforcement to add strength to weld-lines along the length of the probe sleeve. The protrusions may also be used as reinforcement.