An insulating material is fed in and shaped by superposing a plurality of N layers Ci (3) of the insulating material. For each layer Ci, a plurality of ni, axial insulating elements Ei precut from the insulating material is formed, a rough form of the tubular insulating device is formed by using an adhesive to assemble the Ni elements Ei of each layer Ci which are juxtaposed along a plurality of joining zones Ji, so that the plurality of joining zones Ji+1 of a layer Ci+1 is offset relative to the plurality of joining zones Ji, of the adjacent layer Ci. Then, by the adhesive is polymerized, and the tubular element rough form is subjected to a heat treatment. The method is economical and makes it possible to obtain a device of high mechanical strength.