Steel conveying rollers used in hot rolling mills must be changed very frequently at great cost because hot conveyed strips induce wear on the roller surface in short periods. In this study new roller is considered where a ceramics sleeve is connected with two short shafts at both ends by shrink fitting. Here, the ceramics sleeve may provide longer life and reduces the cost for the maintenance. However, care should be taken for maximum tensile stress appearing between the sleeve and shaft because the fracture toughness of ceramics is extremely lower than the values of steel. In this study FEM analysis is applied to the new structure, and the maximum tensile stress has been investigated with varying the dimensions of the structure. It is found that the maximum tensile stress appearing at the end of sleeves takes a minimum value at a certain amount of shrink fitting ratio.