A method for making a capsule provided with a body containing a filtering element suitable for receiving a product for preparing a beverage, including: supplying a first film of thermoplastic material and a second film of filtering material to a forming mold according to a supplying direction, superimposing the second film on the first film, the forming mold including a lower half mold in which a plurality of cavities is obtained and an upper half mold provided with a plurality of stretching elements, one for each cavity, which are movable in one direction that is perpendicular to the supplying direction; pre-heating to a softening temperature the first film of thermoplastic material, by a pre-heating device arranged upstream of the forming mold; closing the forming mold bringing the lower half mold and the upper half mold towards one another until they clamp between one another the first film of thermoplastic material and the second film of filtering material; simultaneously forming in the cavities the bodies of the capsules and the respective filtering elements, using the stretching elements. An apparatus for making a capsule provided with a body containing a filtering element suitable for receiving a product for preparing a beverage, including: one forming mold including a lower half mold wherein a plurality of cavities is obtained and an upper half mold provided with a plurality of stretching elements, one for each cavity, movable in one direction, a supplying means that is movable in one advancement direction that is perpendicular to the direction, to supply simultaneously to the forming mold and to keep taut a first film of thermoplastic material and a second film of filtering material, a pre-heating device for pre-heating at least the first film of thermoplastic material before it is supplied to the forming mold.