An apparatus for the baking in continuous of food products (P), comprising an oven of the tunnel type and means for the thermal insulation thereof. The oven has an inlet (2) for the food products (P) to be baked, a plurality of baking chambers (5), an outlet (14) for the baked food products (P) and means (3,16) for conveying the food products (P) from the inlet (2) to the outlet (14). The insulting means comprise a box-like structure (4), placed externally to the oven, that includes means (10,15,17) for the access of at least one operator to the baking chambers (5) and/or to the conveying means (3,16) for the cleaning and/or the maintenance thereof.