The calender rolls of the present invention are comprised of relatively thin-walled hollow shells which are supported at each end by shafts having bores which extend into the cavities formed in the rolls. Fittings located at the ends of the shafts are rotatable relative to them so that by tying the fittings together they do not rotate along with the rolls. The fittings at one of the ends of the rolls are connected to a source of wet steam through a pressure regulator and the fittings at the other ends carry probes which extend through the shafts and curve downwardly towards the bottoms of the rolls. A valve regulates the amount of material which flows out of the cavities through the probes. The method by which the rolls are used comprises introducing wet steam into the cavities, maintaining its pressure at a constant level. Since the temperature of wet steam depends upon its pressure, by controlling the pressure of the steam in the cavities and maintaining it at a constant pressure the outer surfaces of the rolls can be maintained at a constant desired temperature, irrespective of the effect of the temperature of the material being calendered or of ambient temperature.