The dummy fuel pin has a central rod (14) into which upper and lower end pieces (15) are axially screwed, and locking sleeves (16). Relative rotation between the end pieces (15) and the central rod (14) is prevented by tongues on the external end faces of the sleeve (16) which closely fit into a grooves in the end faces of the central rod (14), and by deforming the walls (16c) of the sleeves (16) into a longitudinal groove (13b) in each end piece (15). Also claimed is an assembly process where an end piece (15) is inserted into a locking sleeve (16), screwed into the central rod (14), and the sleeve wall (16c) is peened into the end piece groove (13b).