A High Intensity Discharge lamp and method of making same having an arc tube defining a discharge chamber with opposite ends of the tube each receiving an electrode extending into the discharge chamber and define an axial gap therebetween. A thermal shield extends from each opposite end of the arc tube and defines a radial gap with the tube. The thermal shields in some embodiments extend from end plugs in the arc tube; and, in another embodiment use formed, integrally with one arc tube sections and the tube sections joined.