An exercise device, for example a dumbbell or barbell, for weightlifting and other fitness activities, which includes a lifting bar having an axis and opposed axial ends, and a pair of weight sections mounted spaced apart on the respective opposed axial ends of the lifting bar. The lifting bar extends between the spaced apart weight sections defining a handle. Each weight section has an outer circumferential surface, one embodiment in which is a barrelled shape to match and fit in the palm of a user's hand. The circumferential surface of at least one of the weight sections comprises a plurality of grooves, each extending generally circumferentially around only part of the outer circumferential surface of the weight section and spaced substantially axially from an adjacent groove. The sets of grooves define grip areas on the weight section to enable a user to better grip and lift the exercise device.