A massage roller device includes a body having a tube and an outer layer. The tube is rigid and includes a receiving portion having two openings. A first coupling portion is provided in each opening. The outer layer is made of a soft material and is mounted around the tube. The massage roller device further includes two covers made of a rigid material are provided. Each cover covers one of the openings of the body. Each cover includes a lid having an inner side and an outer side opposite to the inner side. A second coupling portion is provided on the inner side of each lid. Two engagement pegs are formed on the outer side of each lid. Two engagement grooves are defined in the outer side of each lid.