The invention relates to a device (1) for building up a three-dimensional object by compacting layer by layer a building material in the locations in the respective layers that correspond to the object. Said device comprises a machine frame (2, 3, 4, 5) and a construction site (10) arranged inside said machine frame. The construction site (10) accommodates: a coating device (27) which applies layers of the building material onto a support device (26) or onto a previously compacted layer by means of a coating element (61); a metering device (28, 29) that feeds building material to the coating device (27) from a building material pick-up zone (23, 24) for application; and a heating device (31) for heating the applied layers of building material. The building material pick-up zone (23, 24) is delimited by a wall having a double-walled structure, thereby forming a cavity (34, 35) therein.