A device, system, and methods for applying cryotherapy to a joint or body part are disclosed herein. The device comprises an adjustable wrap structure capable of wrapping at least partially around various joints or body parts. Two pockets each having an easily accessible opening manufactured on opposite sides of the wrap structure's central region on the inside surface of the wrap structure in which a cooling vehicle, such as a ice bag or a gel pack, may be inserted. A joint alignment means is manufactured on the in the central region of each device so that the device can be properly aligned and position on the joint or body part. An adjustable device attachment means is included to hold the device in place during use. The system for applying cryotherapy uses the above disclosed device and multiple sets of gel packs each set containing a coolant substance having a different freezing temperature. A method for initially applying cryotherapy that elicits less pain and a method of applying extending cryotherapy treatment are also disclosed herein.