ASTRO-H is a general purpose X-ray observatory scheduled for launch in 2014. Two soft X-ray telescopes (SXT) and two hard X-ray telescopes (HXT) will be onboard covering energy range of 0.2 -80 keV. Thermal control of the telescope is similar to that of Suzaku, using a thermal shield (TS) placed in front of the telescope and a electric heater attached on the telescope housing. Thus it is required for a TS to have high soft X-ray transmission, low solar absorptance and a low infrared emissivity. To meet these requirement, TS should be made of thin plastic film coated by metal such as aluminum. Then most important property of TS is mechanical strength to survive various environments at the launch and in orbit. This paper describes designing of TS, method of TS production, various environmental conditions and tests, risk management of treatment of ultra-thin film of TS in the process of production, testing and assembling.