An auxetic material, which has a negative Poisson ratio so that it has the property of expanding or contracting transversely to a direction in which it is extended or compressed, is made in filamentary or fibrous form. A suitable process involves cohering and extruding heated polymer powder so that the cohesion and extrusion is effected with spinning to produce auxetic filaments. Typically the powder is heated to a temperature sufficient to allow some degree of surface melting yet not high enough to enable bulk melting.