A device and method for applying compressive hot or cold therapy to a patients body, including a handle and a frame connected to and extending from the handle. The frame includes two spaced apart support arms, the support arms each having an opening such that the openings in the support arms are collinear with one another. A roller having a central axis and a reservoir within its interior for retaining a thermal medium, the roller having a non-uniform cross-section along its length defining a thermally conductive external surface for transferring thermal energy from the thermal medium to the patients body. At least one elongated member is operatively connected to the roller and extends longitudinally along the central axis beyond the periphery of the roller. The elongated member is received within the collinear openings of the spaced apart support arms to releasably and rotatably connect the roller to the frame.
