Provided is a method for producing a shaping material that contains a cyclic olefin polymer and has a low content of a volatile impurity. This method for producing a shaping material is a method which includes passing a raw-material resin in a molten state through an extruder to produce a shaping material, and in which the extruder is equipped with a cylinder, a screw housed within the cylinder, a resin introduction port for introducing the raw-material resin into the cylinder, a resin discharge port for discharging the molten resin from the cylinder, a fluid injection port for injecting carbon dioxide or water into the cylinder between the resin introduction port and the resin discharge port, and a fluid discharge port for removing fluid in the cylinder by suction downstream of the fluid injection port and between the resin introduction port and the resin discharge port.