PURPOSE: To prevent roll pick-up, in an arc like conveying passage at a strip conveying and turning place in a continuous annealing furnace, by arranging plural small diameter rolls having a graphite sleeve mounted on a surface thereof in a separated manner.

CONSTITUTION: The strip 12 conveyed into a heating furnace 1 is heated by a radiant tube 14 to raise a temp. thereof to a predetermined temp. while successively turned and conveyed at a turning part of a conveying direction comprising plural rolls 13 with a small diameter and, thereafter, conveyed out to a heat holding zone of a succeeding process. Said small diameter roll 13 is, for example, one obtained by mounting a graphite sleeve on a shaft core made of steel and said plural graphite sleeve rolls are arranged in a 1/4 circular shape at a 90° turn conveying part and in a semicircular shape at a 180° turn conveying part successively in a separated manner. Further, against small diameter graphite sleeve rolls 13, backup rolls may be arranged.