Various embodiments are directed to a sheath for covering one or more components of an extra-articular implantable mechanical energy absorbing system. The sheath is generally an elongated structure having an inner space extending the length thereof. In use, the sheath can exclude the energy absorbing system from surrounding tissue and facilitate creating a capsule for its operation. Materials and dimensions are selected to achieve these purposes. The ends of the sheath include various attachment mechanisms for securing the sheath to one or more components of an extra-articular implantable mechanical energy absorbing system.