A plurality of capsules are made available, each for receiving a fuel rod, and each comprising a tubular sheath that is closed at its ends by plugs. A loading structure is placed in a pool to receive at least one capsule with its axis vertical. A device for loading fuel rods into the capsule is secured onto an open top end of the structure. Defective rods are taken one by one and inserted one by one into empty capsules in the loading structure. For each capsule that is to receive a defective rod, a top plug of the capsule is unscrewed, a defective rod is inserted into the capsule through a guide device of the loading device, the top plug is screwed back onto the capsule, and the capsule containing the rod is put into a location in the support structure.