In a method of forming a compression sleeve, a wicking layer is provided that is strategically exposed to promote wicking and cooling of the body part acted upon by the sleeve. The wicking layer has a perimeter and a surface area. A bladder segment that defines a bladder has a surface area less than the surface area of the wicking layer. The surface area of the bladder segment is defined by the perimeter of the bladder material, less any openings formed through the bladder material. The wicking layer is secured to the bladder material so that portions of the wicking layer are not overlaid by the bladder material. The bladder segment is welded to the wicking layer along a seamline so that fibers of the wicking layer extend through the seamline and allow fluid wicked by the wicking layer to move through the seamline.