A footwear cushioning system including an insole and a midsole that define a chamber containing multiple, hollow, inverted, truncated cones. The insole includes a plate having a downwardly extending rib to define a recess. The midsole includes a midsole plate including an upwardly extending wall and multiple upwardly opening hollow, inverted frusto-conical cushion cells. The wall interfits within the rib, and the cushion cells abut against the insole plate. An outsole shell is direct-attached to the cushioning system with polyurethane. Preferably, the polyurethane pre-compresses the cushion cells and adds cushioning and energy return characteristics. To assemble the cushion system, an upper is stapled to the insole rib. The midsole is interfitted within the rib. The insole and midsole are heated to fuse the cushion cells to the insole. Polyurethane is poured into the outsole shell and the shell is direct attached to the upper/cushioning system.