Embodiments relate to a pneumatic sock exercise device utilizing pneumatic resistance transmitted to a user by a pneumatic sock capable of slidable movement within a pneumatic conduit or a pneumatic conduit structure configured to be removably interfaced with a source of airflow. The pneumatic conduit may include hollow cylinders, pipes, tubes, hoses, or ducts. The pneumatic sock is a tubular structure made of a flexible material that includes various aspects and features. When an embodiment is interfaced with the source of airflow, the pneumatic sock enables airflow within the pneumatic conduit or pneumatic conduit structure to oppose the user and his/her movement of the sock in either direction (with or against airflow) during exercise. Some embodiments may include an extension means and/or an anti-friction means to extend the range of movement of the pneumatic sock. The same or other embodiments may include a housing including a pneumatic conduit structure. A cushion of a resilient material may be included in an embodiment.