The pericardium is a double-walled membranous sac that protects the heart. The pericardium is made up of two layers: an exterior parietal pericardium and an inside visceral pericardium, both of which are linked to the heart. Between the two layers is a gap called the pericardial cavity, which is filled with pericardial fluid. The pericardium protects the heart from mechanical and electrical shocks.