An instantaneous heater (51) is mounted in a casing (20) of a smoke machine (10). The instantaneous heater (51) includes a heating rod (52), a flow guiding member (131) mounted around the heating rod (52), and an outer tube (64) mounted around the flow guiding member (131). The flow guiding member (131) includes an inner periphery (137) abutting an outer periphery (58) of the heating rod (52). A shallow, rectilinear heating passage (151) is defined in the inner periphery (137) of the flow guiding member (131) to permit a small amount of oil to pass therethrough. The oil can be directly and completely heated and vaporized by the heating rod (52) into smoke.