A coil for arrangement in slots in a stator or rotor of an electrical machine, in particular a high voltage coil, comprising a bundle (17) of a plurality of conductors (18) located adjacent to each other and provided with a conductor insulation (19) for insulation of the conductors from each other as well as a main insulation (14) surrounding the bundle for insulation of the bundle against the machine slot. The main insulation consists of a wrapping of a tape- or sheet-formed insulating material wound in several layers around the bundle and comprising a layer with small mica flakes which, as well as the spaces between layers of mica flakes in the wrapping, contains a cured impregnating resin. At least that part of the impregnating resin located in the spaces between mica layers contains particles of a filler with an intrinsic thermal conductivity of at least 5 W/mK, such as aluminium oxide or boron nitride, and with a grain size of the particles of 0.1-15 .mu.m in at least 90 percent of the filler.