In this paper, the process of solid pellets being molten in the liquid melt in a co-rotating twin screw extruder is studied. Melting sequence of multiple pellets in the melt is calculated to find out the location where pellet is molten finally, and then a theoretical model is set up in which a cylindrical pellet is placed here. Further research is carried out to study how orientation of pellet and processing variables influence the melting time. FEM software, FLUENT is adopted to simulate the cases. It could be concluded that melting mechanisms of solid pellets are mainly convection; Pellets in the pushing zones would be molten at first and pellets in the middle channel and trailing zones at last. The orientation of pellets, temperature of melt and screw speed affect the melting time of the solid significantly.