"The Heat's off" has a hard cover (6)
I believe the answer is:
sheath
'cover' is the definition.
(sheath is a kind of cover)
'the heat's off has a hard' is the wordplay.
'off' is an anagram indicator.
'has' indicates putting letters inside.
'a hard' becomes 'h' (abbreviation used in pencil classifications).
'heats' with letters rearranged gives 'seath'.
'seath' placed around 'h' is 'SHEATH'.
(Other definitions for sheath that I've seen before include "Protective covering for a knife" , "Scabbard" , "jacket" , "Sword covering" , "cocktail dress" .)