This work describes the advantages of using directional sheath on Geiger-Müller detector. It has been experimentally demonstrated that the response of the detector to gamma radiation in intermediate energy range 100 keV to 1.5 MeV can be significantly (by up 20% for Cs-137 and up 44 % for Co-60 sources) improved by using lead sheath surrounding the detector and opened in the direction of the incident radiation due to the interaction of the incident radiation in the sheath.