The present invention generally relates to a laser processing systems for thermally processing substrates. The laser processing systems include a shield disposed between an energy source of the laser processing system and a substrate which is to be thermally processed. The shield includes an optically transparent window disposed adjacent to a cavity within the shield. The optically transparent window allows annealing energy to pass therethrough and to illuminate the substrate. The shield also includes one or more gas inlets and one or more gas outlets for introducing and removing a purge gas from the cavity within the shield. The purge gas is utilized to remove volatized or ablated components during thermal processing, and to provide a gas of predetermined composition, such as oxygen-free, to the thermally processed area.