JPA Cascade Delete Problem

I have three entities: `User`, `Role` and `UserRole`

    @Entity
    public class User {
        @Id
        @GeneratedValue(strategy = GenerationType.AUTO)
        private int id;
        @Column(name = DBColumns.USER_NAME)
        private String name;
        @ManyToOne
        @JoinColumn(name = DBColumns.CONTEXT_ID)
        private Context context;
        @OneToMany(mappedBy = "user", cascade = CascadeType.REMOVE, fetch = FetchType.LAZY)
        private Collection<UserRole> userRoles;
    }

    @Entity
    public class Role {
        @Id
        @GeneratedValue(strategy = GenerationType.AUTO)
        private int id;
        @Column(name = DBColumns.ROLE_NAME)
        String name;
        @ManyToOne
        @JoinColumn(name = DBColumns.CONTEXT_ID)
        Context context;
        @OneToMany(mappedBy = "role", cascade = CascadeType.REMOVE, fetch = FetchType.LAZY)
        private Collection<UserRole> userRoles;
    }

    @Entity
    public class UserRole {
        @Id
        @GeneratedValue(strategy = GenerationType.AUTO)
        private int id;
        @ManyToOne
        @JoinColumn(name = DBColumns.USER_ID)
        User user;
        @ManyToOne
        @JoinColumn(name = DBColumns.ROLE_ID)
        Role role;
    }

When I try to delete a `User` entity, the `UserRole` entity is not getting deleted. Instead, I still get the following error:

Cannot delete or update a parent row: a foreign key constraint fails (`my_db`.`user_role`, CONSTRAINT `FKBC16F46A7B675C08` FOREIGN KEY (`USER_ID`) REFERENCES `user` (`id`))

What am I missing here?