A shelter assembly includes a multi-layered, fluid filled shelter that does not require rods for assembly. The assembly includes sidewalls that form a framework for a shelter. The sidewalls comprise air filled materials having a substantially planar shape. The sidewalls form a plurality of layers. Apertures in the sidewalls enable a fluid to pass between each layer for forming an insulating effect on the assembly. The apertures also serve as a cavity for a rod to pass through and fasten the shelter to a surface. A lower floor sidewall and an upper floor sidewall rest adjacent to each other, forming a sandwich configuration that creates insulation and air circulation between layers. At least one channel, such as a chimney, enables an external fluid to circulate through the assembly. A gate portion provides access to the assembly. A roof sidewall provides an external protective upper covering.