The implicit finite difference and fourth order Runge-Kutta method are used both to solve the heat transfer problem in the pultrusion reaction and to calculate the temperature and conversion distributions within a thermoset composite profile. The aim of our work is to study the influence of a rubbery phase added to the epoxy matrix in production conditions. The results have shown that the rubber modified systems have a low exothermic temperature peak value, so that neither the amount of cured resin nor the final product properties are limited. First of all we will show that the phase transition (gelation and vitrification) zones within the die change as the amount of rubber varies in the resin. The relationship between the position and of these zones and the resin systems will be discussed. We calculate the residual thermal stresses for all the investigated fibre/resin systems, showing a reduction when the rubber amount increases in the epoxy blend.