<p>Provided is a method for producing pellets wherein bursting in the preheating chamber of a grate furnace can be prevented surely in a grate-kiln pelletizing system. The current operational conditions (e.g. at least one of the burning capacity of a water-separation-chamber burner (31), the burning capacity of a preheating-chamber burner (21), the moving speed of a grate, or the thickness of a pellet layer) are regulated such that the temperature difference ?T=T2-T1 between the atmospheric temperature (T2) in the upper space of a preheating chamber (5) measured by means of a thermometer (43) provided separately at the inlet of the preheating chamber (5) and the gas temperature (T1) at the outlet of a water separation chamber (4) measured by means of a water-separation-chamber-outlet grate thermometer (42) provided directly under a grate (2) becomes smaller than an allowable temperature difference ?Tmax which is determined beforehand based on the actual operational performance in the past.</p>