Select a shell. Punching bag shells are available in different materials, including canvas, leather, vinyl, nylon and synthetic leather. To minimize the expense, you can use an old army duffel bag. These bags are made of durable canvas, and the cylindrical shape is similar to that of a punching bag.
Prepare the weight. Pack 50 pounds of sand or sawdust into a plastic bag and shape it into a ball. Place this bag in several plastic bags and tie securely. This will prevent the sand or sawdust from spilling out if the punching bag bursts.
Line the punching bag. Use a layer of foam to line the inside of the punching bag. This will keep the bag free of indentations and lumps.
Place the wrapped weight at the bottom of the bag. Pack the space above the weight with filler, such as old clothes, rags or foam, as tightly as possible.
Use a scale to check the weight of the punching bag. According to Doug Werner in "Boxer's Start-Up: A Beginner's Guide to Boxing," a basic punching bag weighs about 70 pounds. If the bag weighs less, follow the directions in Step 2 to create another weight. Place this on top of the fabric or foam.
Close the punching bag by tying or zipping it up. For extra security, you may also want to wrap the opening with strips of duct tape.
Attach hanging chains to the punching bag. The chain should be strong enough to support the weight of the bag and long enough so the bag hangs at a comfortable level for you to use.
Select a sturdy spot from which to hang the punching bag. Ideally, this should be a ceiling beam. Screw a ceiling hook into the beam and hang the punching bag.