A protective device includes a mechanical protective sheath (20) and a thermal protective nozzle (30) mounted at one end (21) of the mechanical protective sheath (20), the mechanical protective sheath (20) including a tubular textile structure that is deformable by compression in the longitudinal direction of the mechanical protective sheath (20), the textile structure having, in a longitudinal compression area, an expanded sheath portion (25) adapted to interact by the reversion of one end (32) of the thermal protective nozzle (30). The device can be used in particular for protecting an element (11) connecting to a sensor (12) of an engine (13).