A thermal therapy device including a hollow roller having a non-uniform cross-section along its length to define a thermally conductive external surface. Two end caps, one on each end of the roller, in combination with the thermally conductive external surface of the roller, collectively define a single thermal-medium-receiving reservoir. A first pin coupled to one of the end caps is aligned with a second pin coupled to the other end cap to define a central axis about which the roller may rotate. A frame including two spaced apart lateral supports interconnected by two spaced apart support arms defines a roller receiving opening dimensioned to removably receive the roller. The support arms each having a pin receiving opening such that the pin receiving openings are collinear with one another and dimensioned to removably receive one of the pins when the roller is releasably and rotatably connected to the frame.