A process is for preparing a self-healing composite material including a matrix of epoxy polymer in which a catalyst of ring opening metathesis reaction and vessels containing at least one monomer able to polymerize due to a ring opening metathesis reaction are dispersed. The process includes the preliminary step of dispersing at molecular level the catalyst in a mixture containing at least one precursor of the epoxy polymer, and then the steps of dispersing, in the mixture, the vessels and a tertiary amine acting as curing agent of the precursor, and the step of curing the mixture by at least a first heating stage performed at a temperature between 70 and 90° C. for a time between 1 and 5 hours, and a second heating stage performed at a temperature between 90 and 170° C. for a time between 2 and 3 hours.