Hot runner nozzles and a method of assembling a hot runner nozzle. The invention provides a hot runner nozzle including a material tube having a tube cavity therethrough, a tip insertable into the tube cavity, and a cap threadably connected to the material tube, the cap engaging the housing and the tip to secure the tip to the material tube. Also, the invention provides a hot runner nozzle including a material tube having a tube cavity therethrough, the tube cavity defining a first portion having a first diameter and a second portion having a second diameter greater than the first diameter, a tip insertable into the tube cavity, wherein the tip engages the material tube in the first portion of the tube cavity and is spaced from the material tube in the second portion of the tube cavity to provide an air space between the tip and the material tube.