Disclosed is a method for continuous thermal treatment of a steel strip. The strip passes through consecutive thermal treatment chambers, is quickly cooled in at least one of the chambers by spraying liquid onto the strip, or by spraying a fluid made up of gas and liquid or spraying a combination of gas and liquid forming a mist. After quick cooling, a protective metal layer is deposited on the strip by dip coating. The cooling fluid strips iron oxides or other alloy elements contained in the steel to be treated, minimizing oxidation and reducing the oxides on the strip. Spray pressure and distance are chosen to facilitate the stripping property and the mechanical action of the sprayed fluid, reducing the layer of oxides on the strip. The temperature of the strip at the end of the cooling step is the temperature necessary for carrying out the desired treatment cycle.