A continuous extrusion molding system for continuously extrusion molding a weather strip for an automobile includes a prickly gear, rotatable while pressed in contact with the weather strip being extruded, and disposed so as to be adjacent to a mouth piece of an extruder. Tiny holes having a depth reaching a core bar are defined preferably in a groove bottom of a U-like shape of a part of a slightly foamed solid rubber portion, in such a way as to be arranged in line along the longitudinal direction of the weather strip by use of the prickly gear.