The present invention provides a self-adhesive dressing for protecting a venous access device, comprising a sheath to house the venous access device in its inside, characterized in that the sheath is a breathable and impermeable sheath comprising an outer and an inner compress which are attached to each other forming at least one access opening to a space of the sheath that is adapted to receive the venous access device, wherein: (a) the outer compress has an impermeable hydrophobic outer side and a hydrophilic inner side, and (b) the inner compress has an impermeable hydrophobic outer side and a hydrophilic inner side, and wherein the self-adhesive dressing further comprises: (i) a first adhesive strip that is impermeable and breathable and that is incorporated at the level of the opening of the sheath, and (ii) a second adhesive strip suitable for fixing the dressing to the skin.The dressing of the invention makes both the catheter and the area around it effectively impermeable.