This study presents the first comprehensive investigation of the relationship between heating and cooling, temperature anisotropy, turbulence level, and collisional age within interplanetary coronal mass ejection (ICME) sheaths, which are highly compressed, heated, and turbulent. Using Wind spacecraft data, we analyze 333 ICME sheaths observed at 1 au from 1995 to 2015. The proton temperature within the ICME sheaths has a log-normal probability distribution. Irrespective of instability growth rates, plasma unstable to proton-cyclotron (PC) and firehose instabilities appear to be statistically hotter, at least by a factor of 5 to 10, compared to stable plasma. We also observe relatively enhanced magnetic fluctuations and low collisional age, especially in regimes unstable to PC and firehose instabilities at low proton betas β p ≤ 2. In the case of high beta β p ≥ 2, we observe high magnetic fluctuations close to the instabilities and less collisional age to the plasma unstable to firehose instability rather than near the mirror mode and PC threshold. Our findings suggest that heating processes dominate over cooling processes in producing proton temperature anisotropy in the ICME sheath region. Moreover, collisional age and magnetic fluctuations are critical in maintaining anisotropic and isotropic conditions.