How to disable cascade delete for link tables in EF code-first?

I got the answer. :-) Those cascade deletes were being created because of ManyToManyCascadeDeleteConvention. You need to remove this convention to prevent it from creating cascade deletes for link tables:

modelBuilder.Conventions.Remove<ManyToManyCascadeDeleteConvention>();

I believe that turning off ManyToManyCascadeDeleteConvention globally is not a wise option. Instead, it's better to turn it off only for the concerned table.

This can be achieved through editing the generated migration file, for property cascadeDelete. For example:

AddForeignKey("dbo.UsersRoles", "UserId", "dbo.User", "UserId", cascadeDelete: false);

I agree with Ebram Khalil that turning it off for a single table is a good option. I like to stick as close to the automatically built migrations as I can, however, so I would set it up in OnModelCreating:

modelBuilder.Entity<User>()    .HasMany(usr => usr.Roles)    .WithMany(role => role.Users)    .Map(m => {        m.ToTable("UsersRoles");        m.MapLeftKey("UserId");        m.MapRightKey("RoleId");    })    .WillCascadeOnDelete(false);

I believe this preserves the delete going the other direction, so if both needed to be blocked (makes sense in this example) a similar call would need to be made starting with Entity<User>(Role)

Of course, this comes ages after the question was asked. So it may not have been valid in 2012.