Temperature activated relief device comprising: - a device body which comprises an inlet duct in communication with a fluid storage and at least one outlet hole (9, 10) in communication with the atmosphere; - a shut-off device mounted in said device body and movable between a closed position, in which it prevents the flow of gas from the inlet duct to the outlet hole (9, 10), and an open position, in which it permits the flow of fluid from the inlet duct to the outlet hole (9, 10); - a retaining element operatively associated to said shut-off device to keep said shut-off device in the closed position, said retaining element comprising a casing containing a heat sensitive substance suitable for expanding upon reaching a first predefined temperature to make such casing break and permit the shifting of the shut-off device to the open position; - a yielding support element suitable for supporting said casing and protecting at least a portion of said casing while the temperature reached by said support element is below a second predefined temperature higher than the first, said support element being made of a material suitable to yield upon reaching said second predefined temperature, so as to allow the movement of the shut-off device to the open position wherein the casing extends mainly along a casing axis between a first end, which engages said shut-off device, and second end, opposite the first, engaged by said yielding support element, wherein the casing has a bulb shape, with a substantially cylindrical casing body and a neck which forms the second end, said neck having a smaller average diameter than that of the casing body and having a base connecting to said casing body, and wherein the yielding support element is in the shape of a bush with an inner cavity housing said neck and a rim, the device being characterised in that said rim engages the base of the neck so as to lock the casing both in axial and radial direction, while the neck extends freely within the bush itself. - a device body which comprises an inlet duct in communication with a fluid storage and at least one outlet hole (9, 10) in communication with the atmosphere; - a shut-off device mounted in said device body and movable between a closed position, in which it prevents the flow of gas from the inlet duct to the outlet hole (9, 10), and an open position, in which it permits the flow of fluid from the inlet duct to the outlet hole (9, 10); - a retaining element operatively associated to said shut-off device to keep said shut-off device in the closed position, said retaining element comprising a casing containing a heat sensitive substance suitable for expanding upon reaching a first predefined temperature to make such casing break and permit the shifting of the shut-off device to the open position; - a yielding support element suitable for supporting said casing and protecting at least a portion of said casing while the temperature reached by said support element is below a second predefined temperature higher than the first, said support element being made of a material suitable to yield upon reaching said second predefined temperature, so as to allow the movement of the shut-off device to the open position wherein the casing extends mainly along a casing axis between a first end, which engages said shut-off device, and second end, opposite the first, engaged by said yielding support element,