A device including a fabric substrate with a plurality of enclosures and a plurality of gel-based thermally conductive compounds, said compounds enclosed in a flexible, thermally-permeable material and disposed in each enclosure. The device also includes a substantially tubular foam member wherein the fabric substrate is a single material formed as a bag for enclosing the foam member, said bag having an opening at a first end, said opening including a closure such as a draw-string or tie. In some embodiments the enclosures are pockets and the thermally conductive compounds are removable. A user may heat or cool the thermally conductive compounds, insert them into the enclosures around the foam member and enjoy the benefit of a heated or cooled therapeutic exercise roller.
