This paper presents a conceptual design of a satellite device to be used for capturing asteroids, based on inflatable structures. The mission requirements, the conceptual design, the methodology for the selection of the best solution, and simulations for the preliminarily structural analysis of the device are described within. Several finite element analyses have been carried out in order to find the best strategy to model flexible materials under internal pressure, and the device structure has been changed accordingly in order to obtain the best trade-off between weight and strength. This paper presents the sizing and the weight breakdown of the satellite inflatable components, which are quite complex to model with regards to the structural simulation. The results obtained seem to confirm the feasibility of such a structure and motivates further studies and experimental tests.