In a process for manufacturing a coated steel sheet such as a coated electromagnetic steel sheet using a water-based coating liquid containing an organic resin, to perform steps subsequent to an annealing step continuously at high speed without causing appearance defects such as coating unevenness; to provide an electromagnetic steel sheet having an insulating film thereon, in which properties of the film are satisfactory, superior weldability and punchability can be obtained without deteriorating the space factor, and the satisfactory film properties can be maintained even if the electromagnetic steel sheet having the insulating film thereon is temper-rolled. A coating liquid is applied onto an untreated steel sheet. The applied liquid is heated on the side close to the steel sheet in such a manner that the time elapsed until the steel sheet temperature is increased to 100° C. after the application is completed is 10 seconds or less, thereby drying the coating liquid. The steel sheet temperature is further increased to a predetermined temperature, thereby forming a coating film. When insulating films for electromagnetic steel sheets are formed, the coating liquid preferably further contains a water based inorganic component.