“Sheath of bliss”. The subtlest level of energy amongst the various enveloping sheaths of man’s being - the others being Vijnanamaya kosha (sheath of knowledge), Manomaya kosha (sheath of mind), Pranamaya kosha (sheath of life energy), Annamaya kosha (the outermost physical sheath). Beyond the anandamaya kosha lies the energy of one’s original nature itself, of which the various sheaths are an emanation.
Apparently small but really huge difference is between the ‘emotion of bliss or experienced bliss’ in anandmaya sheath and “bliss” that is transcendental. Experienced bliss implies subtle duality; in being pure consciousness is a real non-dual state of bliss.