The present invention relates to a process for the continuous production of thermoplastically processable polyurethane elastomers, by metering a polyisocyanate (A), a proportion of 1-80 equivalent%, based on the isocyanate group content of the polyisocyanate (A), of a compound (B) having an average of at 1.8-3.0 hydrogen atoms having Zerewitinoff activity, with an average molar mass of 450-5000 g/mol, and a proportion of 12-99 equivalent%, based on the isocyanate group content of the polyisocyanate (A), of a chain extender (C), into a self-cleaning twin-screw extruder whose diameter is 32-62 mm, which is operated at shear rates above 6000 s−1 and residence times of 1-20 seconds, and then bringing the mixture from the self-cleaning twin-screw extruder into a second apparatus in order to complete the reaction.