A system is provided for a three-part self-massage system including three massage devices configured to be removably coupled and assembled inside one another. Additionally, the three massage devices may include zones of varying densities of foam and shaped to include contours and projections including nodules, knobs, bumps, grooves, and/or ridges, such that the massage devices may be used for varying massage techniques. In this way, the three massage devices may be combined into one compact unit for easier storage and transport.