A system for continuous thermal combustion of matter such as waste, comprising an incinerator including an inlet for supplying matter to be combusted, an outlet for discharging combusted matter, a combustion path extending between the inlet and the outlet and along which, in use, by means of conveying means the matter is continuously passed in a conveying direction from the inlet to the outlet for combustion of the matter, and air supply means for supplying optionally heated air to the combustion path, the system further comprising an energy generator for generating energy in the form of, for instance, steam or electricity on the basis of heat generated in the incinerator, and control means which, depending on the amount of energy generated by the generator, and/or the amount of oxygen in the incinerator, generates at least one control signal for at least setting the amount of matter which is supplied to the incinerator and/or the speed at which the matter is conveyed in the conveying direction through the incinerator, and/or the amount of air which is supplied to the incinerator by means of the air supply means, the control means controlling the at least one control signal such that by the energy generator an amount of energy per unit time is generated which is at least equal to a first value and/or that an amount of oxygen is present in the incinerator which is at most equal to a second value, characterized in that the system further comprises at least one protective device which lowers the first value or the second value and/or raises the second value when the at least one control signal exceeds a predetermined maximum value.