A heat shield assembly for a wheel and brake assembly includes one or more torque bars that include a coupling device which cooperates with a portion of a heat shield (and more particularly heat shield sections) at a location axially outwardly remote from the inboard end of the heat shield so as to restrain radial outward movement of the heat shield. In another embodiment, the heat shield assembly includes heat shield carriers between which respective heat shield sections are axially inserted, and retainers are removably secured with respect to the carriers for blocking axial withdrawal of the heat shield sections from respective carriers. In another embodiment, heat shield carriers include a reversely bent edge portion defining a capture slot, and at least one aperture in the bent edge portion. A heat shield section has at one side thereof a first tab portion circumferentially inserted in the capture slot and at an opposite side thereof a second tab portion engaged in the aperture.