A process for making a continuous bar winding (4) for an electric machine is described, comprising: a) a step of providing a template (10) having a template axis (X) and a circular array of slots (11) extended about said template axis (X), said circular array of slots having a number of slots equal to a number of slots of the stator or of the rotor of said electric machine, each slot (11) of said circular array having a first and a second open end face (11A, 11B) which are axially spaced from one another and a third open end face (11C), said third face (11C) being a longitudinal face extended between said first and second end faces (11A, 11B) b) a step of providing a conductive bar (20); c) a step of locking a locking portion (21) of said conductive bar; d) a step of inserting the conductive bar (20) into the slots (11) of said array and shaping the conductive bar (20) so that such conductive bar (20) repeatedly passes through the slots (11) of said array from the side of the first open end faces (11A) to the side of the second open end faces (11B) and vice versa, so that said bar (20) has a plurality of bar portions (20B, 20E, 20H) received in the slots (11) of said array and a plurality of connecting portions (20C, 20D; 20F, 20G) projecting beyond said first and second open end faces (11A, 11B), each of said connecting portions joining a pair of said bar portions (20B, 20E, 20H) received in the slots (11) of said array; in which said step d) comprises: d1) an operation of inserting a first bar portion (20B) of said plurality of bar portions into a respective slot (11) of said circular array of slots (11) through said third face (11C) of such slot (11); d2) an operation of shaping a first connecting portion (20C, 20D) of said plurality of connecting portions (20C, 20D; 20F, 20G); d3) an operation of inserting a second bar portion (20E) of said plurality of bar portions (20B, 20E, 20H) into a further slot (11) of said array, different from the slot (11) into which said first bar portion (20B) has been inserted, through said third face (11C) of the further slot (11); in which said first connecting portion (20C, 20D) joins said first and second bar portions (20B, 20E) projecting beyond the second end faces (11B) of the slots (11) in which said first and second bar portions (20B, 20E) have been inserted.