Air is the primary substance that holds the universe together for Anaximenes. Anaximenes believed that air was infinite and divine.
Anaximenes of Miletus, (586 - 526 BC) was an ancient Greek, Ionian pre-Socratic philosopher. He was active in the latter half of the 6th century BC. The details of his life are obscure as none of his works had been preserved. We know about the thought of Anaximenes from the works of writers like Aristotle.
He was a younger friend or student of Anaximander, who was himself taught by Thales. Each of these three were material monists. They sought to discover the arche, the one, underlying physical yet divine basis of everything. Material monism was a pre-Socratic belief, that says that all of the world's objects were composed of a single element. Thales held this element to be water. Anaximander, who held that this substance was the apeiron. Anaximenes believed it was air, like Diogenes. This may also include mist or vapor. More condensed air resulted in colder and denser objects. More rarefied air is the cause of hotter and lighter objects. These theories were primitive, however, this was the first explanation of the physical world which does not give reference to the supernatural.
Much of the astronomical thought of Anaximenes comes from that of Anaximander. Anaximenes believed that the Earth was flat like a disc and rolled along air like a frisbee. There is a crater on the Moon named after Anaximenes.