Wire rod is produced by hot-rolling a bar of metal coming from a wheel/belt continuous casting process. This kind of process, e.g. Properzi, is an elaborate process in which the molten metal is poured in a cooled rotating mould formed by the groove of a wheel and closed by a belt. In order to better understand the heat transfer phenomenon and solidified bar characteristics, depending on process parameters a three dimensional thermo-mechanical model has been developed. The model, based on the finite-element method, calculates the heat transfer coefficient of the air gap at the metal-mould interface as a function of the size of the gap determined by the bar contraction and wheel and belt thermal deformations. The air gap formation due to metal shrinkage and mould deformation is the main factor which determines the heat extraction. Wheel temperature measurements with thermocouple and belt temperature measurements with an infrared system were carried out to verify model results. Attempts were also made to measure a liquid pool profile using doping with copper rich alloy. The model shows the effect of the casting temperature and the rotation speed on the air gap formation and resulting temperature and stress fields. The model can be applied to issues such as maximising wheel and belt life and minimising solidification defects.