Improved work roll, particularly for use in closed gap rolling, has a composite structure comprising a cylindrical outer layer (14) made of steel, and providing the work surface of the roll, separated from a steel core (12) by an intermediate layer (13) of material such as aluminium or copper having a lower Young's modules than that of the layer (14). Provided that the dimensions of the outer layer (14) and intermediate layer (13) are chosen appropriately, this combination can release a work roll having an affective Young's modules which is lower than that of steel whilst at the same time retaining the advantages of a steel work surface and enabling higher rolling speeds.