A pet exercise device having outer and inner shells having first and second apertures defined therein, respectively, is provided. The outer shell has a first raised edge extending from an internal surface of the outer shell, wherein the first raised edge extends around the periphery of the first aperture. The inner shell defines an interior compartment and is positioned within the outer shell to form a retaining chamber between the inner and outer shells. A second raised edge extends from an external surface of the inner shell and around the periphery of the second aperture. Further, the first and second apertures are non-coextensive, staggered or otherwise misaligned with one another so that the liquid or solids are retained within the retaining chamber and not allowed to pass through the second apertures and directly out of first apertures.