Abstract: An umbrella with a protective sheath assembly is provided. The umbrella can comprise a foldable canopy, a pole, a series of spokes extending from a hub slidable on the pole, the spokes supporting the canopy, a handle extended from the pole, and a foldable sheath selectively extendable from the canopy. A series of drawstrings can be provided for maintaining the sheath in a deployed state, the drawstrings connected to a cord for actuation of the drawstrings and consequently the deployment of the sheath. The protective sheath assembly provides partial to full body protection from inclement weather or natural elements including sun, wind, water, sand, mud, dirt, gravel, or other unwanted debris or dirt.