A pipe exercise device designed to allow a user to transport a weight variable exercise device. The pipe exercise device includes an elongated member with an outer shell having a hollow interior designed to receive items therein. The elongated member has an open end disposed opposite a sealed end, wherein the open end is in communication with the hollow interior, such that a weight can be received therethrough to sit within the hollow interior. An end cap is designed to seal the open end, such that the weights therein are removably secured. At least one handle is disposed on the outer shell, such that the user can grasp the pipe exercise device. In this way, a user is able to transport a weight training device that can quickly and simply change the amount of weight used.