This invention relates to an exercise device (1) and more particularly to an exercise device of the type that allows the user of the exercise device to exercise with part of their body in a negative pressure environment. These devices are becoming increasingly popular however the known devices are usually bulky, difficult to transport, difficult to install and difficult to maintain. The present invention provides a construction of exercise device that will enable the device to be transported and installed in a more efficient manner by providing the casing (3), in particular, in a number or pieces (21, 23) that can be connected together easily and quickly on site. The casing will still be sufficiently air tight. Furthermore, the construction of the present invention permits easier access to the interior of the casing (3) for cleaning/servicing purposes thereby simplifying cleaning and repair significantly.