Emulsions are traditionally prepared by batched emulsifying an oil phase and aqueous phase with a magnetic/mechanical stirrer, homogenizer, or ultrasonic machine, etc. Herein, high internal phase emulsions (HIPEs) produced with a miniature twin screw extruder were first investigated. Adding an oil phase (the mixture of styrene, divinylbenzene, and span 80) and aqueous phase to the inlet of a miniature twin screw extruder, a series of white and viscous HIPEs were obtained at the outlet of the extruder. With the screw rotation speed and the surfactant content varied respectively in the ranges of 50-200 rpm and 5-20%, a series of HIPEs having uniform droplet size were produced. Polymerizing these HIPEs caused a series of polymerized HIPES, which have a well-defined open-cell structure. The method developed herein shows that it is possible to prepare emulsions with oil and water by twin screw extrusion. Also, it may also cause a continuous preparation of HIPEs when the miniature twin screw extruder was replaced by an industrial extruder.