A foam roller includes a body having a passage defined axially therethrough. A support coat is connected to the outer surface of the body and has a first layer and a second layer. The first layer has multiple slots through which multiple protrusions formed on the outside of the second layer extend. The protrusions extending through the slots form multiple massage portions. The second layer is connected to the outside of the first layer by way of heat pressing to form the support coat. The first and second layers have different colors. The color of the outside of each massage portion is different from the color of the first layer.