A pellet burning oven for cooking food, comprising: a frame internally defining a space; said frame comprising a dividing wall designed to divide said space into a food cooking chamber and a heating chamber; pellet burning heat generating means positioned in the heating chamber for generating heat; said heat generating means being configurable at least between a switched off state and an active state; means for causing hot air circulation at least partly positioned in the heating chamber for producing a hot air flow from the heating chamber towards the cooking chamber for heating the food; a control unit for the heat generating means operatively connected to the heat generating means for switching them between one state and the other; means for measuring the temperature of the cooking chamber operatively connected to the control unit for transmitting to the latter the information about the instantaneous temperature measured; characterised in that the control unit is designed to perform a sequence of operations for preheating the cooking chamber in the absence of food comprising an initial cycle; the control unit is configured for performing said initial cycle, that is, for: configuring the heat generating means in the active condition; comparing the temperature value measured with a first temperature threshold which is a predetermined first value less than a temperature value preset by a user; keeping the heat generating means in the active condition at least until the first temperature threshold is reached; said control unit, after the initial cycle, being designed to carry out the following further operations for preheating the cooking chamber: comparing the temperature value measured with a second temperature threshold which is a predetermined second value greater than the temperature value preset; keeping the heat generating means in the active condition at least until the second temperature threshold is reached; said oven comprising cooling means operatively connected to the control unit and operatively associated with the heating chamber for generating a cooling air flow; said control unit being configured to activate the cooling means if the temperature value measured is greater than the second temperature threshold; the cooling means comprising a valve interposed between the heating chamber and the outside environment and which can be configured between an open condition and a closed condition; during the open condition of the valve, the heating chamber being in fluid communication with the outside to pick up air from the surrounding environment having a temperature less than that in the oven; said activation of the cooling means allows the passage of the valve from the closed condition to the open condition. a frame internally defining a space; said frame comprising a dividing wall designed to divide said space into a food cooking chamber and a heating chamber; pellet burning heat generating means positioned in the heating chamber for generating heat; said heat generating means being configurable at least between a switched off state and an active state; means for causing hot air circulation at least partly positioned in the heating chamber for producing a hot air flow from the heating chamber towards the cooking chamber for heating the food; a control unit for the heat generating means operatively connected to the heat generating means for switching them between one state and the other; means for measuring the temperature of the cooking chamber operatively connected to the control unit for transmitting to the latter the information about the instantaneous temperature measured; characterised in that the control unit is designed to perform a sequence of operations for preheating the cooking chamber in the absence of food comprising an initial cycle; the control unit is configured for performing said initial cycle, that is, for: configuring the heat generating means in the active condition; comparing the temperature value measured with a first temperature threshold which is a predetermined first value less than a temperature value preset by a user; keeping the heat generating means in the active condition at least until the first temperature threshold is reached; said control unit, after the initial cycle, being designed to carry out the following further operations for preheating the cooking chamber: comparing the temperature value measured with a second temperature threshold which is a predetermined second value greater than the temperature value preset; keeping the heat generating means in the active condition at least until the second temperature threshold is reached; comparing the temperature value measured with a second temperature threshold which is a predetermined second value greater than the temperature value preset; keeping the heat generating means in the active condition at least until the second temperature threshold is reached;