A device for ensuring continuous circulation in well drilling, particularly during insertion or removal of a drill string in wells for hydrocarbon exploration and production, comprising: - a tubular body extending in a preset axial direction from an upstream end to a downstream end; - an axial conduit extending in said tubular body from said upstream end and said downstream end, which allows drilling mud to flow through the device; - first threaded connection means at said upstream end for connection of said upstream end of the device to one end of a drill string; - second threaded connection means at said downstream end for connection of said downstream end of the device to one end of a drill string; - a lateral opening provided in said tubular body between said upstream end and said downstream end, to define a lateral conduit in said device, in fluid communication with said axial conduit; - a plug removably fitted into said lateral opening in a pressure-tight manner by a threaded nut-screw engagement, - valve means located in this axial conduit to block said drilling mud and stop its flow from said upstream end to said downstream end; wherein: - said valve means comprise a shut-off member that is movably supported in said axial conduit to move from a position transverse to said axial conduit, in which said shut-off member extends transverse to the axis of said axial conduit to stop fluid continuity between said upstream end and said downstream end in said axial conduit, and a longitudinal position relative to said axial conduit, in which said shut-off member extends along the axis of said axial conduit close to a side wall portion within said tubular body; - in said transverse position, said shut-off member is located between said lateral conduit and said upstream end of the tubular body to be placed upstream from said lateral opening, relative to the flow of the drilling mud in said axial conduit from said upstream end to said downstream end and - in said longitudinal position said shut-off member closes in a pressure-tight manner said lateral opening to stop fluid continuity between said lateral conduit and said axial channel, characterized in that: - said device comprises magnetic means to operate on said shut-off member in said longitudinal position and retain said shut-off member in said longitudinal position with a preset load, and as the latter is exceeded said shut-off member is moved to said transverse position and - said plug has a through opening at which a mud discharge valve is located, which is adapted to be actuated between a closed state and an open state, for obstructing said through opening or clearing it, to allow the passage of the drilling mud. - a tubular body extending in a preset axial direction from an upstream end to a downstream end; - an axial conduit extending in said tubular body from said upstream end and said downstream end, which allows drilling mud to flow through the device; - first threaded connection means at said upstream end for connection of said upstream end of the device to one end of a drill string; - second threaded connection means at said downstream end for connection of said downstream end of the device to one end of a drill string; - a lateral opening provided in said tubular body between said upstream end and said downstream end, to define a lateral conduit in said device, in fluid communication with said axial conduit; - a plug removably fitted into said lateral opening in a pressure-tight manner by a threaded nut-screw engagement, - valve means located in this axial conduit to block said drilling mud and stop its flow from said upstream end to said downstream end; - said valve means comprise a shut-off member that is movably supported in said axial conduit to move from a position transverse to said axial conduit, in which said shut-off member extends transverse to the axis of said axial conduit to stop fluid continuity between said upstream end and said downstream end in said axial conduit, and a longitudinal position relative to said axial conduit, in which said shut-off member extends along the axis of said axial conduit close to a side wall portion within said tubular body; - in said transverse position, said shut-off member is located between said lateral conduit and said upstream end of the tubular body to be placed upstream from said lateral opening, relative to the flow of the drilling mud in said axial conduit from said upstream end to said downstream end and - in said longitudinal position said shut-off member closes in a pressure-tight manner said lateral opening to stop fluid continuity between said lateral conduit and said axial channel, - said device comprises magnetic means to operate on said shut-off member in said longitudinal position and retain said shut-off member in said longitudinal position with a preset load, and as the latter is exceeded said shut-off member is moved to said transverse position and - said plug has a through opening at which a mud discharge valve is located, which is adapted to be actuated between a closed state and an open state, for obstructing said through opening or clearing it, to allow the passage of the drilling mud.