A machine for manufacturing filters of the tobacco processing industry, in particular filters for cigarettes; each filter comprises a first portion of filtering material, which is rod-shaped, and a second portion of filtering material, which is in contact with the first portion; the machine comprises: a first feeding assembly to feed a first tow of filtering material along a first path through a first treatment station to an intermediate station; a second feeding assembly to feed a second tow of filtering material along a second path to the intermediate station; a first treatment device, which is arranged in the area of the first treatment station and is adapted to give a given shape to the first tow of filtering material and to supply heat, in particular steam, to a first hardening substance contained in the first tow of filtering material, so as to activate the first hardening substance itself; a conveying assembly to convey the first and the second tow (7, 11) of filtering material from the intermediate station along a third path; and a combining device, which is arranged in the area of the third path to cause the first and the second tows (7, 11) of filtering material to come into contact, so as to obtain a combined tow; the machine being characterized in that it comprises: a second treatment device, which is arranged along the third path downstream of the combining device to supply heat, in particular steam, to a second hardening substance contained in the second tow of filtering material, so as to activate the second hardening substance itself and so that the heat is supplied to the second tow when the second tow itself has already been combined with the first tow; and a cooling device, which is arranged along the third path downstream of the second treatment device to at least partially cool, in particular dry, the combined tow and to obtain a rod of hardened filtering material without paper; no further cooling device, adapted to blow air onto the first tow, being provided along the first path and downstream of the first treatment device. a first feeding assembly to feed a first tow of filtering material along a first path through a first treatment station to an intermediate station; a second feeding assembly to feed a second tow of filtering material along a second path to the intermediate station; a first treatment device, which is arranged in the area of the first treatment station and is adapted to give a given shape to the first tow of filtering material and to supply heat, in particular steam, to a first hardening substance contained in the first tow of filtering material, so as to activate the first hardening substance itself; a conveying assembly to convey the first and the second tow (7, 11) of filtering material from the intermediate station along a third path; and a combining device, which is arranged in the area of the third path to cause the first and the second tows (7, 11) of filtering material to come into contact, so as to obtain a combined tow; the machine being characterized in that it comprises: a second treatment device, which is arranged along the third path downstream of the combining device to supply heat, in particular steam, to a second hardening substance contained in the second tow of filtering material, so as to activate the second hardening substance itself and so that the heat is supplied to the second tow when the second tow itself has already been combined with the first tow; and a cooling device, which is arranged along the third path downstream of the second treatment device to at least partially cool, in particular dry, the combined tow and to obtain a rod of hardened filtering material without paper; no further cooling device, adapted to blow air onto the first tow, being provided along the first path and downstream of the first treatment device. a second treatment device, which is arranged along the third path downstream of the combining device to supply heat, in particular steam, to a second hardening substance contained in the second tow of filtering material, so as to activate the second hardening substance itself and so that the heat is supplied to the second tow when the second tow itself has already been combined with the first tow; and a cooling device, which is arranged along the third path downstream of the second treatment device to at least partially cool, in particular dry, the combined tow and to obtain a rod of hardened filtering material without paper; no further cooling device, adapted to blow air onto the first tow, being provided along the first path and downstream of the first treatment device.