A dip bar that has a frame for securing the dip bar on a power cage. The dip bar wraps partially around the frame to provide multiple locations to grasp the dip bar and provides different spacing from the power cage uprights or stanchions. The frame of the dip bar has a rod, post or tube the passes through cage frame to prevent the dip bar from sliding on the power cage. A pin with a spring-loaded ball prevents the frame from sliding out of engagement in the power cage. The pin is placed through the frame where the spring-loaded ball extends to retain the pin and the frame on the power cage. The dip bar is positionable at different heights and orientations on a power cage to perform different types of exercises with the same dip bar(s).