A dose setting mechanism (4) of a drug delivery device (1) and a respective method of assembling said dose setting mechanism (4). The dose setting mechanism (4) includes an inner housing (300) having a helical groove (302) along an external surface (304) of the housing (300). The inner housing (300) includes a rotational stop member (306) near one end (308) of the helical groove (302). The dose setting mechanism (4) also includes a dial sleeve (10) rotatably engaged with the helical groove (302) of the inner housing (300). When a user rotates the dial sleeve (10) to select a dose, the rotational stop member (306) prevents the user from selecting a dose greater than a pre-defined maximum selectable dose.