Abstract: A multi-part frame structure forming a mill housing for a rolling mill assembly is disclosed. The housing includes six separate and distinct components, namely a bottom separator member, a top separator member spaced above and disposed in registry with the bottom member and four elongated, upstanding columns of rectangular cross-section adjoining the top and bottom separator members to form a substantially rectangular opening for the passage of a steel strip therethrough during cold rolling operations. The top and bottom separator members are each of T-shaped cross-section defining a pair of tee arms which extend transversely across the frame and project forwardly and rearwardly from a tee leg. The tee arms of the top separator member are inserted in close spaced relation in traversely extending notches formed in upper end portions of the four columns.