A device for compressing a gaseous fluid includes a first chamber thermally coupled with a hot source, a second chamber thermally coupled with a cold source, a movable piston moved by a rod, and a regenerating exchanger establishing fluid communication between the first and second chambers. The rod is arranged in a cylindrical socket and guided in axial translation by a linear guiding system such as to guide the piston without contact relative to the sleeve. A sealing ring attached to the cylindrical socket surrounds the rod with a very low radial clearance, in order to limit the passage of the gaseous fluid along the mobile rod. Also disclosed is an integral cold casing having machined boreholes, a thermal screen in the hot casing, and a self-driving system with a resilient return means.