Ultra-high molecular weight polyethylene (UHMWPE) is a unique thermoplastic polymer with excellent performances. It has ultra-high molecular weight and extreme rheological behaviour, which make it a worldwide challenge to process UHMWPE continuously with little or without processing aids. Although the polymer processing technology has been increasingly maturated, it still cannot carry out the industrialized production efficiency by conventional processing methods and apparatus at present. In this chapter, we review the progress of extrusion processing technology for UHMWPE, including ram extrusion, single screw extrusion, twin screw extrusion and novel extrusion technology based on extensional rheology. By summarizing of these processing technologies, a basic framework of the processing principles and methods for UHMWPE is clearly presented. It is helpful for us to understand the processing characteristics and methods for such thermoplastic polymer with ultra-high molecular weight.