The present invention relates to an edible pet chew where the pet chew comprises a thermo-processed shell and a cold-formed filling; the cold-formed filling is prepared at approximately room temperature and is not cooked; the thermo-processed shell contains cellulosic fibers, a humectant and a gelling agent; the cold-formed filling can contain thermally labile nutrients and/or actives; and the pet chew is made by co-extruding the filling into the extruded tube-shaped thermo-processed shell.