Polyurethane elastomer fibers with superior mechanical and heat distortion properties are obtained by a method in which (a) a segmented polyurethane polymer is produced on the basis of a macro-diol, an aliphatic diisocyanate, and a chain extender with at least two hydroxy and/or amino groups, where the polymer has a molar excess of isocyanate groups over the hydroxy and/or amino groups from the macro-diol and chain extender; (b) the polyurethane polymer is melt-extruded to form a fiber; and (c) The extruded fiber is subjected to a post-treatment. Steps (a) and (b) are carried out under temperature conditions and within a time interval where essentially no allophanate will be formed, while step (c) is performed under temperature conditions and within a time interval in which the polyurethane polymer is cross-linked through the formation of allophanate.