The invention relates to a method and a device for producing a continuous double-walled pipe, which is made of thermoplastic plastic material and has corrugated pipe segments and sleeve pipe segments. The pipe is produced by extruding an outer tube (Sa), which forms the outer pipe of the double-walled pipe, and an inner tube (Si), which forms the inner pipe of the double-walled pipe, in a molding channel (10), which has at least one segment having a corrugated molding surface and at least one segment having a preferably smooth, cylindrical or slightly conical sleeve molding surface. According to the invention, in order to mold a sleeve segment, the outer tube (Sa) is extruded into the sleeve molding surface and is brought in contact with the sleeve molding surface and the inner tube (Si) is extruded into the outer tube (Sa) already in contact over the entire axial length of the sleeve molding surface and is brought in contact with the inner surface of said outer tube (Sa) already in contact over the entire axial length of the sleeve molding surface. According to the method, the pressure (pa) acting on the inner surface of the outer tube (Sa) is controlled by means of steps a1 to a4 described in more detail, and the pressure (pi) acting on the inner surface of the inner tube (Si) is controlled by means of steps b1 to b3 described in more detail.