There is disclosed a double skin combustor for a gas turbine engine. The combustor has a radially inner liner and a radially outer liner defining therebetween an annular combustion chamber. The radially inner liner and the radially outer liners both have a hot skin and a cold skin defining a cooling cavity therebetween. The cold skin has a plurality of segments joined to one another by sliding joints. The cooling cavity between the hot skin and the cold skin may be compartmentalized into individual cavities between the sliding joints.