Described is a device useful for applying compression to the eyes and regions under the eyes of a user. In one form, such a compression device includes a relatively elongate compression body combined with a strap for receipt around the head of a user. The relatively elongate compression body includes a central region for receipt over the face of a user, as well as flanking regions for receipt over the side of the face and the ears of the user, substantially encircling the head. Preferred devices include compression bodies having pockets containing compression inserts and positioned to contact the eyes and under-eye tissues of the user, desirably having openings in a location other than at an edge of the pockets, e.g. provided by a central slit. Compression inserts may include foam pads or conformable membrane shells encasing a flowable fluid or other substance.