A device for drying compressed gas with an inlet for compressed gas to be dried originating from a compressor and an outlet for dried compressed gas, whereby this device comprises a number of vessels that are filled with a regeneratable drying agent and a controllable valve system that connects the aforementioned inlet and outlet to the aforementioned vessels, wherein the device comprises at least three vessels, whereby the aforementioned valve system is such that at least one vessel is always being regenerated, while the other vessels dry the compressed gas, whereby due to the control of the valve system the vessels are each successively regenerated in turn.