A method of making photochromic thermoplastic wherein the material is extruded into a length or lengths having at least one relatively small cross-sectional dimension. The length or lengths are treated with a solution of photochromic dye dissolved in a solvent, for example, cyclohexanone, which attacks the material. The length or lengths have a surface area-to-volume ratio sufficiently large to absorb an effective amount of the dye at their surface or surfaces. The length or lengths are dried to evaporate the solvent. The length of lengths are heated during the treating and drying steps. The dried length or lengths are cut into smaller pieces which may be introduced directly into a molding machine to form photochromic articles. Where a plurality of lengths are provided, the surfaces thereof are maintained separated from one another during the treating and drying steps.