In this paper the loosening and coming out of a roller is considered by using FEM analysis when a ceramics sleeve is shrinking fitted to two steel shafts. It should be noted that only small shrink fitting ratio can be applied for the connection because of the brittleness of ceramics. However care should be taken for coming out of the shafts during rotation under such small shrink fitting ratio. In this study therefore the finite element analysis is applied to simulate this behavior. Then, the coming out behavior during rotation can be realized by the simulation where the rotation of the roller is replaced by the shift of the load at an interval of the rotation angle. Under smaller shrink fitting ratio the shaft comes out, but under larger shrink fitting ratio the shaft does not. The effects of the magnitude of the load, friction coefficient, and stiffness of the shaft are also discussed.