A thermal treatment process of a ferrous alloy sheet is provided. The process includes the step of performing a thermal treatment on said sheet when running, by immersing it into at least one molten oxides bath. The molten oxides bath has a viscosity lower than 3·10−1 Pa·s, the surface of the bath is in contact with a non-oxidizing atmosphere and the molten oxides are inert towards iron. The difference between the temperature of the ferrous alloy sheet at the entry of the bath and the temperature of the bath is between 25° C. and 900° C. The residues of oxides remaining on the surfaces of the ferrous alloy sheet at the exit of the bath are eliminated. A device for implementing this process is also provided.