WLVAI'm afraid it doesnt come with a sheath. It isn't really sharp enough to cut you, unless you jam it into your hand. I keep mine in the gadget drawer.
Deaomega1214OK, good to know. I'm planning on bringing mine to lobster pounds, crab shacks, and other restaurants, so I'll have to figure out a way to carry it around (and also not forget it while I'm out!).