A compression roll housing for an agricultural machine, having a side panel provided with at least one elongated aperture for receiving a shaft of a compression roll and allowing movement of the shaft within the aperture. The housing is provided with a cover plate which rotates about an axis parallel to the shaft and is provided with an indentation to partially surround the shaft. Movement of the shaft, such as along a longitudinal axis of the aperture, causes the plate to rotate to provide a cover across the aperture to prevent the escape of any material from the housing.