The present invention relates to a method for preparing and placing, in situ, wedges between a device for protecting the knee joint of a user and the side surfaces of the knee of said skier, including at least one rigid shell (10) including or supporting, on the upper portion (11) thereof, rigid side flanges (11a-11b) extending opposite the side surfaces of the knee, wherein said wedge(s) are applied at least against the inner surface of at least one of said flanges, characterized in that it includes the following consecutive steps: a) positioning at least one empty bag (31) in the space between at least one side surface of the knee and the inner surface of one of said side flanges, said bag consisting of a flexible wall provided with a filling port (31a) and b) injecting or pouring a filling material inside said bag via said filling port (31a) until said wall is in contact with said side surface of the knee and matches the shape thereof, said filling material consisting of a polymer resin that is cross-linkable and thermosets preferably at 10°C to 30°C c) and setting said filling material in situ in the space between said flange and the knee by cross-linking, preferably at room temperature.