A hair setting or curling device has a central core of a material capable of retaining heat. The core comprises a tubular body with flanges at each end. The core is fitted inside an outer cage which is coaxial with the core. The cage includes a plurality of strips which extend longitudinally of the cage and are spaced from each other around the cage. The strips are also spaced from the central body of the core so that air can circulate between the cage and the strips and through the spaces between adjacent strips. Hair to be curled is wrapped around the outer cage and the strips are provided with bristle-like projections to assist in retaining the hair in the wrapped condition around the cage.