A compression garment for providing compression therapy to a body part. The garment includes a flexible wrap and a bladder held by the wrap for compressing the body part. The garment also includes a fastener for holding the wrap on the body part in a self-retaining configuration. A grip is provided to facilitate tightening of the wrap on the body part. In one embodiment, the grip comprises an opening in the wrap sized and shaped for receiving a finger of a user.