A device for continuous production by extrusion cooking of a co-extruded food product containing whole solid pieces, of the type including an extrusion die (20) provided with a contact face at the end of the outlet of a cylinder (11) of an extrusion machine (10) having at least one screw (13) for processing at least one starting material and driven in rotation within the cylinder. The extrusion die (20) is provided with a bore (23) for forming a continuous tubular string of the food product in a direction forming an angle with the axis of the extrusion machine (10). Directly at the outlet of the die (20) and in the axis of the bore (23) for forming the continuous string, the device includes elements (30) for directly incorporating at regular intervals the whole solid pieces (2) into the continuous string of food product without altering the initial dimensions thereof.