A continuous rotary machine for filling capsules (2) with pharmaceutical products is provided with at least one dosing 5 wheel (5) having a plurality of pockets (19) each defined by a respective upper seat (18), which is suited to receive and hold a closing cap (4) of a capsule (2) and by a respective lower seat (lo), which is suited to receive and hold a bottom (3) of the capsule (2), and is provided with a measuring 10 device (15) to measure the weight of the bottom (3) or of the bottom (3) and of the pharmaceutical product contained in the lower seat (10) itself; the upper seat (18) being radially mobile between a forward position, in which the lower and the upper seats (10, 18) are vertically aligned with each other, 15 and a retracted position, in which the lower and the upper seats (10, 18) are vertically staggered with respect to each other. 20 Main Figure: 2a