Ethylene polymers are manufactured by polymerizing ethylene under high pressure at high temperatures in an autoclave reactor. The heat of reaction generated by the polymerization is removed, within the reactor, by a cooling system in which the cooling medium is ethylene; the pressure of the monomer in the cooling system should differ by from 0 to 200 bars from the pressure prevailing in the polymerization system, and the temperature of the monomer on entering the cooling system is at least 40.degree. C. lower than the temperature prevailing in the autoclave. The process permits an increase in the conversion achieved in the polymerization reaction.