The additive manufacturing process is an innovative technology that recently has been proposed to build unconventional cooling channels integrated into mechanical components. The capability of printing high thermal conductivity metals is becoming a key enabling feature to extend its possible application in the thermal field. In fusion energy applications, extremely high heat fluxes are commonly present and unconventional integrated cooling channels are required to properly thermal manage the components. Hence, metal additive manufacturing technology can be considered an attractive and promising solution. However, the cooling channels present high-pressure drops due to the high surface roughness, which represents an intrinsic limitation of the manufacturing technology. A chemical surface finishing treatment can be applied to smooth the internal wall surfaces of the channel to reduce the frictional pressure drops. This paper presents a step forward because a lab-scale prototype of an e-beam extraction grid for a fusion experiment, equipped with an original internal thermal cooling system was designed and manufactured. The prototype was built via additive manufacturing of CuCrZr copper alloy. Then, the grid underwent to a thermal treatment via solution annealing and age hardening to increase the thermal conductivity. Finally, the chemical milling process was used to minimize the surface roughness of the internal walls. A CFD simulation was also performed to estimate the thermo-hydraulic performance of the prototype before the tests. A novel heating mask was designed and manufactured to simulate the realistic heat distribution of the grid. The results are presented in terms of overall thermal performance, maximum temperature, and temperature distribution.