The cylinder (1; 111) comprises: a shell (3; 113) and two heads (5, 7; 115, 117), defining an inner hollow space (9), inside which a heat-transfer fluid flows. Support and rotation journals (15, 17; 121, 123) are also provided, fixed to said heads; and a thermal insulation system (23, 25; 125, 125) for the heads (5, 7, 117, 119). The thermal insulation system comprises, for each head, a plurality of thermal insulation panels (27; 127), each of which comprises a closed space (10) defined in a shell, inside which there is housed a thermal insulating material (35).