A heating device is well-functioning, easy to install, aesthetically pleasing and convenient to use at the same time. It includes a frame having an upper face, which connects the rear and front faces and which generally has a step-shaped shape having at least two levels, which, in use, are at different respective heights and the highest level of which opens onto the rear face while the other levels are distributed substantially uniformly between a base of the frame and the highest level, such that, in use, a user may access the pool by successively walking on the levels of the step-shaped shape by climbing the levels from the ground to enter the pool and by descending the levels to the ground to leave the pool. The device also includes an air-water heat pump, arranged in an internal volume of the frame, which is defined between the base and the rear.