The invention relates to a heat shield arrangement (1) comprising a support structure (2) and a heat shield (3) which is mounted thereon and has a circumferential sidewall (4) that lies on the support structure (2). At least some areas of the sidewall (4) have a groove (7). The heat shield (3) also has an interior space (10) facing the support structure (2) as well as groove edges (16) defined by the groove (7) and the sidewall (4). The groove (7) encompasses a seal (6) that has at least two opposite edges (8) and is braced within the groove (7) in such a way that the at least two opposite edges (8) are bent into the groove edges (16) when the heat shield (3) is mounted on the support structure (2) such that it is ensured that the seal (6) rolls off on the support structure (2), thus ensuring a sealing function also during operation. The invention further relates to a combustion chamber comprising the heat shield arrangement according to the invention as well as a gas turbine.