The piston is made from steel and has a hollow cylindrical body (1) with a number of circumferential grooves (5) formed in the bore. The body is filled with a lightweight material such as aluminium, magnesium or plastics. The material is cast in the bore of the body. The contraction of the material on cooling causes it to grip the walls (6,8) of adjacent grooves so that the material is held firmly in the piston bore without need for any additional fastening.