A protective sheath for covering an elongated medical device includes two or more sheath segments. Each sheath segment has a lumen extending the length of the segment with an inner diameter sufficient to receive the elongated medical device within the lumen. Each sheath segment also has a first end and a second end, with the first end of each sheath segment being configured to engage the second end of an adjacent sheath segment in an interlocking engagement. The first end of each sheath segment has a first coupling portion and the second end of each sheath segment has a second coupling portion, which are complementary of one another and configured to couple adjacent sheath segments to one another when the first end of one sheath segment is engaged with the second end of an adjacent sheath segment.