We use P wave tomography and receiver function analysis to place new constraints on the nature of the thermal anomaly in the upper mantle beneath the Arabian Shield. A broad, low velocity anomaly is found in the upper mantle characterized by a strong lateral velocity gradient, with a peak to peak anomaly of at least 4--6% extending from the Red Sea eastward into the interior of the shield. The lowest velocities are found under the region adjacent to the Red Sea where elevations are more than 1 km higher than elsewhere in the Arabian Shield. We infer that large lateral temperature variations exist beneath the Arabian Shield associated with the higher elevations near the Red Sea. Receiver function stacks of P to S conversions from the 410 and 660 km discontinuities do not indicate thinning of the transition zone, suggesting that the broad, low velocity anomaly is likely confined to depths shallower than 410 km.