Abstract: A self-cooling lance or tuyere for the conveying of gases, liquids or solids into or onto a metallurgical bath comprises a heat pipe or thermosiphon made of two tubular members adapted to be immersed in a furnace environment at one end, such tubular members defining a closed annular chamber therebetween for containing a working substance adapted to evaporate in the region of the heat pipe which is in the furnace environment and flow toward the end which is out of the hot environment where it condenses and flows back to the evaporator region. Means are provided for introducing the gases, liquids or solids to be conveyed into the bath through the inner tubular member of the lance.