A coil includes electrically conductive winding wire wound in turns around a core in one or more layers. The surface of the winding wire is provided with at least one groove in the direction of the longitudinal axis of the winding wire, and at least one cooling tube which enables coolant circulation is positioned in the groove of the winding wire, being at least partly embedded therein. The groove is formed on the surface of the winding wire of an outermost winding wire layer relative to the core and opens away from the core The cooling tube in the groove is placed around the outermost winding wire layer and covers the outermost winding wire layer at least partly.