An extrusion machine with improved structure, comprising an internally hollow extrusion cylinder, at least one heating element associated with the extrusion cylinder, at least one cooling fan which engages the outer surface of the extrusion cylinder, and at least one temperature probe which is inserted in the extrusion cylinder, the temperature probe facing the cavity of the extrusion cylinder and the temperature probe being adapted to be in direct contact with the extrusion material contained in the cavity of the extrusion cylinder.