The cam follower roller device comprises a tappet body (12) extending along an axis, an insert (18) mounted in the tappet body, a pin (14) mounted at least on said insert and a roller (16) mounted on said pin, The device further comprises a removable retaining plug (20) carried by the tappet body (12) and adapted to retain the insert relative to said body. A radial interference fit is provided between the retaining plug (20) and the tappet body.