A dose setting mechanism for a drug delivery device. The mechanism may comprise a drug delivery device housing. A dose dial component is positioned in the housing and rotatable during dose setting and dose delivery. A split threaded insert is in threaded engagement with the dose dial component. The insert can transform from a first configuration to a second configuration when the dose dial component is rotated. In one dose setting mechanism arrangement, the first configuration may comprise a first open configuration and the second configuration may comprise a second closed configuration.