Device for drying a compressed gas which consists of a compressed gas supply (2), two pressure vessels (33 and 34) which are provided with an input (37, respectively) and an output (39, 40 respectively) and a take-up point (32) for users of compressed dried gas, whereby at least two layers of desiccant (35 and 36) are provided in the pressure vessels (33 and 34), a first layer (35) made of a waterproof desiccant and a second layer (36) which is not necessarily made of a waterproof desiccant respectively, and whereby the pressure vessels (33 and 34) are provided with a second input (41, 42 respectively) for the supply of compressed gas to regenerate desiccant from the first layer (35).