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The influence of ambient air species is an ever-present problem for atmospheric pressure plasma jet applications. In particular, applications where the plasma-induced effects are extremely sensitive to specific types of ambient species (oxygen, nitrogen, humidity) - as, for example, in plasma medicine - require concepts to exclude or to control ambient species flux into the jet effluent that go beyond an environmental control via process chambers or even vacuum systems. In this paper, we demonstrate how to eliminate ambient species influence on effluent chemistry by ensheathing the effluent. With a designed shielding gas composition, we control the species flowing into the jet effluent and thus control the effluent chemistry. The proposed approach can be applied to the majority of possible jet plasma sources. Flow simulations as well as VUV-absorption spectroscopy measurements prove the gas curtain to be effective in shielding the jet gas from ambient species and show that a control of reactive species within the jet effluent is possible. On the example of plasma treatment of a NaCl solution, we demonstrate that, by adjusting the shielding gas composition, the generation of nitrite and nitrate in the solution can be finely controlled.