A construction set comprises a plurality of elements mutually co-operable to produce at least one assembly, wherein the elements comprise a plurality of connectors (100, 100′) each comprising a substantially cylindrical body and a hollow base, the body being provided with a radially extending cylindrical projection (130′) and the base with at least one groove (131′) and the projection and the groove being shaped to permit assembly of two such connectors (100, 100′) in mutually orthogonal relationship by engagement of the projection of one of those connectors in the at least one groove of the other one of those connectors. The elements of the set further comprise a plurality of locking members (300) of part-annular form curved substantially in conformity with the cylindrical surface of the body of each connector (100, 100′), the body of each connector being provided with at least one opening (111) communicating with the interior of the base and each locking member (300) being provided at its concave side with a projecting locking nose (320) insertable through the at least one opening (111) of each connector (100) to protrude into the interior of the base for axial retention of another element (100′) of the set assembled in axial or orthogonal relationship with the respective connector.