A leak-proof pet exercise device and method for making the same is provided. The device comprises outer and inner shells spaced apart to form a retaining chamber therebetween. The outer shell includes external and internal surfaces including at least one first aperture defined therein. The inner shell includes external and internal surfaces including at least one second aperture defined therein. The internal surface of the inner shell defines an interior compartment for the animal. The outer shell includes a first wall extending around the periphery of the at least one first aperture and from the internal surface of the outer shell toward the external surface of the inner shell. At least a portion of the first wall is spaced a distance from the external surface of the inner shell. The inner shell does not include a wall extending around the periphery of the at least one second aperture.
