A filling machine (6) to fill capsules (1) with respective quantities (2) of an incoherent product; the filling machine (6) has: at least one tray (8) having a plurality of pockets (9), which are designed to each hold a corresponding capsule (1); a feeding unit (7), which receives a disorderly mass of empty capsules (1) and inserts the capsule (1) into the pockets (9) of the tray (8), so as to fill the tray (8); a filling unit (11), which receives, from the feeding unit (7), the tray (8) containing empty capsules (1), so as to feed into each capsule (1) the corresponding quantity (2) of product; a transferring unit (12), which receives, from the filling unit (11), the tray (8) containing full capsules (1) and transfers the full capsules (1) to an output (13) of the filling machine (6); and a main conveyor (15), which feeds the tray (8) from an output station (S2) of the feeding unit (7) to an input station (S1) of the feeding unit (7) passing through the filling unit (11) and the transferring unit (12).