A delivery sheath for an intravascular emboli capturing filter including an elongate tube having a distal region having a reduced thickness distal wall region. The delivery sheath, according to the present invention, can have a thinner, softer, distal most portion for superior and more benign interaction with vessel interior walls. The present invention includes an intravascular emboli filter system including an elongate shaft having a distal region, an expandable emboli filter operably coupled to the elongate shaft distal region, and an elongate sheath having a lumen therethrough disposed over the elongate shaft. The elongate sheath can have a distally decreasing outside diameter taper or reduced wall thickness region having improved atraumatic characteristics.