A massager includes a ball captive in a cup adapted to be used with or without a holder. The ball contains a thermal liquid which may be refrigerated or frozen to provide a cold rolling ball massage. The holder and the cup may be thermally insulating to protect the users hand from the cold temperature of the ball. The holder may have a bottom opening to allow the cup to be pushed out of the holder. Ridges on the holder may be used to provide an enhanced grip.