The invention concerns an extruded composite containing wood fibre material and polymer. The wood fibre material is wood material where the knot or branch content is at least 10 w-%, or bark, or would material into which extract material obtained by extracting knots, branches or bark has been absorbed. The amount of the polymer is 5-25% from the weight of the composite. The composite has high hardness, and reduced moisture absorption and swelling properties. It can be used as constructional material.