The present invention provides a massage roller which comprises a soft shell, a core member, a first blocking member and a second blocking member. The core member is substantially cylindrical and hollow and made of a rigid material. The soft shell is disposed around the core member and made of a flexible material. The first blocking member blocks a front end of the soft shell and has a first extension detachably secured to a front end of the core member. The second blocking member is secured to a rear end of the core member and blocks a rear end of the soft shell. The soft shell and the core member are configured to be axially displaceable relative to each other but not rotatable relative to each other.