A cooling plate for a metallurgical furnace comprising a body (12) with a front face (18) and an opposite rear face (20), the body having at least one coolant channel (14) therein; the front face (18) being turned towards the furnace interior and preferably comprises alternating ribs (22) and grooves (24). The cooling plate includes wear detection means comprising: a plurality of closed pressure chambers (26, 28) distributed at different locations in said body, said pressure chambers being positioned at predetermined depths below the front face (18) of said body; and a pressure sensor (30) associated with each pressure chamber (26, 28) in order to detect a deviation from a reference pressure inside said pressure chamber when the latter becomes open due to wear out of said body.