The invention concerns a roller (R), used in continuous product heating furnaces for handling and conveying steel products and in particular slabs. The associated apparatus includes a cooled central shaft (1), cooled by a liquid. On the shaft are mounted a plurality of discs (2), for supporting the products (3) to be transported, arranged perpendicularly to the longitudinal geometrical axis of the roller (R), spaced apart along the axis of the roller (R) and separated by an insulating sleeve (4). The insulating sleeve (4) is maintained at each longitudinal end by at least one cold component (5) secured to the shaft (1) and cooled by the shaft, with axial play (Ja) between the sleeve (4) and the shaft (1) such that possible sagging of the shaft (1) may occur in use without causing substantial mechanical stress on the insulating sleeve (4) and the heat transferred from the sleeve (4) to the shaft (1), and from the discs (2) to the sleeve (4) is limited.