You might hear about home cooks using Pyrex in an air fryer or even find recipes that instruct you to do so. However, while it has been done, we would not recommend it. The reason is that air fryers circulate heat in the same way as a convection oven. That means they heat more quickly than regular ovens and are more likely to have hot and cold patches. If you must use Pyrex in an air fryer or convection oven, make sure it is preheated before putting the glass in.