A method for forming at least one cooling channel in a wall which is cooled by cool air flowing in the channel is provided. The channel includes a hole and a diffusion portion, the hole opening out at one end into the inside surface of the wall, and at its other end into the diffusion portion where it forms an orifice. The diffusion portion flares around the orifice and opens out into the outside surface of the wall. The diffusion portion has a bottom whose front end is substantially plane, sloping, and extending in front of the orifice, and also has a margin extending behind, round the sides, and in front of the orifice, the margin joining the sides of the front end.