A method of manufacturing an electrical penetrator assembly comprising: - a penetrator housing comprising a through-bore and an internal support surface; - a ceramic sleeve assembly sealingly providing a feed-through for an electrical conductor, which sleeve assembly comprises a first section displaying a first mantle surface, a second section displaying a second mantle surface, and a central section positioned between the first section and the second section, which central section comprises a first, outer support surface and second, outer support surface, and a third, central mantle surface, which is positioned between the outer support surfaces (13, 14) and displays a diameter which is larger than the diameters of the first and second mantle surfaces (10, 11); and - a compression member comprising a compressions surface; said method comprising the steps of: - sealingly attaching a metal, annular sealing member to the second section of the sleeve assembly; - positioning the sleeve assembly in the through-bore of the penetrator housing such that the first, outer support surface is brought into contact with the internal support surface; - attaching the compression member to the penetrator housing such that the compression surface is brought into contact with the second, outer support surface; - by means of the compression member, directly or indirectly preloading the sleeve assembly by applying a force onto the sleeve assembly such that a predetermined contact pressure is obtained between the first, outer support surface and the internal support surface; and - sealingly connecting the sealing member to the penetrator housing indirectly via the compression member after said step of preloading the sleeve assembly. - a penetrator housing comprising a through-bore and an internal support surface; - a ceramic sleeve assembly sealingly providing a feed-through for an electrical conductor, which sleeve assembly comprises a first section displaying a first mantle surface, a second section displaying a second mantle surface, and a central section positioned between the first section and the second section, which central section comprises a first, outer support surface and second, outer support surface, and a third, central mantle surface, which is positioned between the outer support surfaces (13, 14) and displays a diameter which is larger than the diameters of the first and second mantle surfaces (10, 11); and - a compression member comprising a compressions surface; - sealingly attaching a metal, annular sealing member to the second section of the sleeve assembly; - positioning the sleeve assembly in the through-bore of the penetrator housing such that the first, outer support surface is brought into contact with the internal support surface; - attaching the compression member to the penetrator housing such that the compression surface is brought into contact with the second, outer support surface; - by means of the compression member, directly or indirectly preloading the sleeve assembly by applying a force onto the sleeve assembly such that a predetermined contact pressure is obtained between the first, outer support surface and the internal support surface; and - sealingly connecting the sealing member to the penetrator housing indirectly via the compression member after said step of preloading the sleeve assembly.