A filling machine for filling capsules a product comprises a plurality of operative stations for carrying out operations on the capsules, a movement device provided with seats for housing and moving the capsules through the operative stations; and a weighing station to weigh of the capsules and comprising a weighing unit and a transfer system to transfer the capsules from the movement device to the weighing unit and vice versa. The weighing unit comprises a gripping element coupled with a weighing cell and provided with a housing for receiving and holding the capsule to be weighed. The transfer system include a first transfer element to remove the capsule from the seat of the movement device and insert it in the housing to measure its weight, and a second transfer element to remove the body from the housing and insert it in the seat of the movement device, after the measurement.