A device for cross-linking of coating material such as rubber or plastic having a vertical or inclined cross-linking tube including a heating portion and a succeeding cooling portion, said heating portion comprising at the side thereof a gas circulating passage having a gas supply device, a gas heating device, a gas cooling device and a filter, said gas circulating passage communicating with an exhaust port above the heating portion and with a gas supply port below the heating portion so that the gas circulate in a direction opposed to the traveling direction of a conducting strand passing therethrough, whereby said conductive strand is heated and cross-linked while residue emitted from the coating material of said conductive strand is effectively removed.