A slotted rod for a construction toy is comprised of an elongated rod having a body portion with a length that is longer than the thickness. A conventional connector is located at each end of rod for connection to a hub or to another rod for constructing a structure utilizing the construction toy system. The rod includes a plurality of elongated slots arranged around the periphery with each slot extending axially along the length thereof. Each slot is capable of allowing a piece of sheet-like material to pass therethrough. The slots may be formed directly in the body of the rod or in a sleeve that slides over and covers the body portion. In one embodiment, the slot has an opening at one end whereby the sheet-like material can be inserted into the slot by moving it axially into position.