The invention concerns a method for making a reservoir (5) containing an active substance and adapted to be introduced into a natural cavity of a living being, the reservoir (5) comprising a membrane (9) permeable to the active substance. Said method includes steps which consist in: a) placing at least one tube designed to constitute the membrane (9) in at least one retaining member, the ends of the tube being open b) injecting through at least one of the tube ends, while expelling any residual air present in the tube, an amount of a product (8) containing an active substance in pasty form, said amount corresponding substantially to an inner free volume of the tube c) when the tube is full, closing the end of the tube opposite the end from which the injection is performed d) proceeding with the injection of the product (8) in pasty form into the free volume until achieving the outer desired diameter (D5) for the reservoir (5) by allowing the radial expansion of the tube e) polymerizing the product (8) when the reservoir (5) reaches the desired outer diameter (D5) while maintaining the reservoir (6) in the retaining member. The method is particularly designed for producing hormonal intrauterine contraceptive devices.