Cast iron and steel conveying rollers used in hot rolling mills must be changed very frequently because conveyed strips with high temperature induces wear on the roller surface in short periods. This failure automatically stops the production line for repair and maintenance of conveying rollers. In this study a new type of roller is considered where a ceramics sleeve is connected with two short shafts at both ends by shrink fitting. Here, a ceramics sleeve provides longer life and therefore reduces the cost for the maintenance. However, for the hollow ceramics rollers, care should be taken for maximum tensile stresses appearing at both edges of the sleeve. In particular, because fracture toughness is extremely smaller compared with the value of steel, stress analysis for the roller is necessary for ceramics sleeve. In this study FEM analysis is applied to the structure, and the maximum 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.