A device for cooking cannoli shells is comprised of a rack, a plurality of clips, a plurality of rods and a handle. The clips are attached to the upper side of the rack. The clips releasably secure the rods at a central section of each rod. The rods are shaped such that cannoli dough in the shape of a cannoli shell may be placed on each end of each rod, for a total of two shells per rod. The handles allow the device to be inserted into and removed from hot cooking oil. When the device is placed within a frying pan, the cannoli dough shell wraps on the rods are submerged below the surface of the cooking oil. Multiple racks may be releasably attached to each other to form a multiple tiered device which can be used with a frying pan deep enough to accommodate the device.