A capsule filling machine (100) for the production of hard gelatin capsules (C) of the type with lid (3) and body (2) containing a quantity (1) of pharmaceutical material comprises a rotary turret or carousel (15) which defines at least one capsule (C) handling line (L) and on which the following are positioned, one after the other: at least one station (6) for feeding empty capsules (C); at least one opening station (20) where the capsule bodies (2) are separated from the lids (3) to form two separate rows of capsule bodies (2) and lids (3); at least one station (7) for feeding and dosing the quantities (1) of pharmaceutical material to be filled into the capsule bodies (2); and at least one station (8) for closing the capsules (C) by placing a lid (3) over each respective body (2); the machine (100) also comprises means (9) for detecting and volumetrically checking the quantity (1) of pharmaceutical material filled into each capsule body (2), the detecting and checking means (9) comprise transducer means (5) for measuring the volume of said quantities (1) before they are filled into the capsule bodies (2).