There is provided a process for making non-oil-fried, filled snacks that keep longer, are palatable, attractive, and assure good shape retention, thereby presenting high commercial value. The process for making filled snacks as dried by non-oil-frying comprises the steps of kneading a wheat flour mixture to prepare dough, rolling said dough to prepare a dough sheet, steaming said rolled dough sheet, air cooling said steamed dough sheet, cutting said cooled dough sheet into a plurality of sections of a specified size and a specified shape, placing a dried filling on each of said sections, joining the opposite edges of each of said sections so that said filling is enclosed in said section, and drying said wrapped dumpling by means other than oil frying. If a broad dough sheet is employed, it is cooled after steaming and transported to a slitter by transport means dusted with a powder on the surface of the belt; the broad dough is then slit into strips of narrower width and each strip is cut into sections.