To recover the sensible heat of slag the slag is allowed to solidify on the surface of a hollow cooling body provided with a liquid internal cooling and is indirectly cooled by the liquid internal cooling. The liquid cooling medium of the liquid internal cooling is guided in a thermodynamic cyclic process. In order to ensure as completely a recovery of the sensible heat of the slag as possible and a high percentage of glassy portions of the slag as well as a good grindability of the slag, the liquid slag on the surface of the cooling body is intensively cooled indirectly by the liquid cooling medium to a temperature of closely below the solidification temperature in a first cooling step. The solidified slag separated from the surface of the cooling body is then directly cooled by a gas flow in a second cooling step. The heated gas flow also is guided in a thermodynamic cyclic process.