A weld splatter containment device for use in rolling mills includes a lower cover and an upper cover, both controllable in approaching and moving away from a welding zone so as to substantially surround the welding zone when the lower and upper covers are situated in a position close to the welding zone. The lower cover is controlled in approaching and moving away from the welding zone along a first circular trajectory portion and the upper cover is controlled in approaching and moving away from the welding zone along a second circular trajectory portion.