It is intended to provide a method of conveniently producing drug-containingwax matrix particles (in particular, drug-containing wax matrix particleshaving an average particle diameter of 1 mm or less) through melting and sprayingsteps without suffering from a jamming failure caused by the recrystallizationof the once molten drug. Namely, drug-containing wax matrix particles containinga drug and a wax are produced via the following steps (i) and (ii): (i) the step offeeding the drug and wax as described above into an extruder wherein the temperaturesof a barrel (1) and a die have been controlled to a level higher than the meltingpoint of the wax and (ii) the step of melt-kneading the drug with the wax in theextruder as described above and simultaneously spraying out the melt-kneadedmixture comprising the drug and the wax from a spray nozzle (5), which is attacheddirectly to a die (3) provided at the tip of the barrel (1) in the extruder, intoan atmosphere at a temperature lower than the melting point of the wax to therebyform particles.