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