A set of panels including a first panel (10) with a first main plane (11) and a second panel (20) with a second main plane (21), wherein a junction plane (J) extends between the first and second main planes. The panels comprise a mechanical locking device configured for locking a first and a second junction plane surface of the first and second panels at the junction plane. The locking device comprises a rod-shaped element (12) at the first or second junction plane surface configured to cooperate with a cylindrical shaped element groove (17, 22) at the opposite junction plane surface for locking the panels in a first direction (D1). The first or second junction plane surface comprises a cylindrical locking groove (15), and at the opposite junction plane surface a cylindrical shaped locking part (50) insertable into the locking groove to lock the panels in a second direction (D2).