PURPOSE: To save the consumption of an inert gas in a carbonization or graphitization step, by feeding an inert gas atmosphere discharged from a high temperature side of a heating furnace divided into plural heating zones to divided heating zones on the low-temperature side.

CONSTITUTION: A yarn (Y) to be treated is guided to a heating furnace 1 and a heating furnace 1' set at a higher temperature than the heating furnace 1 in order and fired while heating. An atmospheric gas in the heating furnace 1' is discharged from a discharge line 3 and fed through an air supply fan 4 and an atmospheric gas feed line 5 into the heating furnace 1. A fluff separator is preferably provided in the atmospheric gas discharge line 3.