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This result has become the starting point to numerous generalizations and specifications. In this paper, the authors prove a version of Whitney's theorem for Whitney jets of Roumieu type. To be more specific, let \\((M_r)_{r\\in\\mathbb{N}_0}\\), where \\(M_0=1\\), be a logarithmically convex, non-quasianalytic sequence of positive numbers, let \\(F\\) be a closed proper subset of \\(\\mathbb{R}^n\\) and let \\({\\mathcal E}_{\\{M_r\\}}(\\mathbb{R}^n)\\) denote the non-quasianalytic \\((M_r)\\)-class of Roumieu type on \\(\\mathbb{R}^n\\), i.e., the set of all \\({\\mathcal C}^\\infty\\)-functions on \\(\\mathbb{R}^n\\) such that for every compact subset \\(K\\) of \\(\\mathbb{R}^n\\) there is a constant \\(h>0\\) such that \\(\\sup_{\\alpha\\in\\mathbb{N}^n_0}{h^{|\\alpha|}\\over M_{|\\alpha|}} |D^\\alpha f|_K<\\infty\\). Then the main result of the paper reads as follows. For every \\(f\\in{\\mathcal E}_{\\{M_r\\}}(\\mathbb{R}^n)\\) and every closed subset \\(F\\) of \\(\\mathbb{R}^n\\), there is \\(g\\in{\\mathcal E}_{\\{M_r\\}}(\\mathbb{R}^n)\\) such that \\(D^\\alpha f(x)= D^\\alpha g(x)\\) for every \\(\\alpha\\in\\mathbb{N}^n_0\\) and \\(x\\in F\\), and \\(g\\) is analytic on \\(\\mathbb{R}^n\\backslash F\\). If \\(F\\) is a compact subset of \\(\\mathbb{R}^n\\), the above result was earlier proved by \\textit{M. Valdivia} [Math. Jap. 44, No. 3, 415-434 (1996; Zbl 0874.46027)]. However, the proof of the non-compact case is by no means a direct evolution of the Valdivia original 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