The present invention relates to a device for inserting a balancing weight into a rotor of a turbine, that includes an external component and an internal component. The internal component is connected in a helical manner to the external component. The internal component delimits a chamber which has a first and a second opening, a lower surface which is provided with a sealing joint and a cap in order to close in a tight manner the first opening of the chamber. The connection between the external component and the internal component is helical, that is to say, the result of a threading operation. Therefore, the internal component can thus move in a coaxial manner with respect to the external component.