The transport of pellet fuelled plasmas in JT-60 has been investigated with a predictive tokamak transport code. Peaked density profiles have been observed in pellet fuelled plasmas during the sawtooth free phase. Simulation analysis shows that an inward pinch of ∼0.2 m/s at the plasma half-radius and a reduced particle diffusion coefficient of 0.1 m2/s in the central region are necessary to explain the peaked density profile. These particle transport properties yield improved energy confinement in a plasma with a strong particle source in the central region under sawtooth free conditions, i.e. in a plasma fuelled by pellet injection. The dependence of the improved stored energy on the plasma current can be explained by reduced particle diffusion within the q = 1 surface.