A refrigeration system includes an outdoor unit having a refrigeration compressor and a heat exchanger, and an indoor unit having a heat exchanger to be placed where air conditioning is desired. In installing the refrigeration system, the outdoor unit is first connected with the indoor unit via pipe lines, and an air absorbing device containing zeolite as an adsorbent is subsequently placed on the outdoor unit, the indoor unit, or the pipe lines to remove air. The air absorbing device is then separated from the refrigeration system, and refrigerant is caused to circulate through the refrigeration system.