Process for producing aldehydes by hydroformylation of a first feedstock mixture comprising C2- to C5-olefins as starting materials, wherein the hydroformylation comprises at least two hydroformylation steps, characterized in that, in the first hydroformylation step, the feedstock mixture is hydroformylated with synthesis gas in the presence of a first catalyst system in a first reaction zone, a gaseous discharge is withdrawn continuously from the first reaction zone comprising at least a portion of the product aldehydes formed, at least a portion of the unreacted olefins and synthesis gas, and the gaseous discharge from the first hydroformylation is subjected to a substance separation step, in which the gaseous discharge is separated into at least one unreacted olefin-rich phase, at least one product aldehyde-rich phase and optionally a purge gas stream; the unreacted olefin-rich phase and/or the optional purge gas stream obtained after passing through a substance separation step after the first hydroformylation is conducted as second feed mixture to the second hydroformylation step; and in the second hydroformylation step, a second feed mixture in the gaseous state is subjected to a further hydroformylation, in a second reaction zone, with synthesis gas in the presence of a second catalyst system comprising a metal from Group 8 or 9 of the Periodic Table of the Elements, at least one organic phosphorus-containing ligand, a stabilizer and optionally an ionic liquid, wherein the second feed mixture and the synthesis gas are passed over a support composed of a porous ceramic material on which the catalyst system is in heterogenized form, wherein the support is a monolith, i.e. a block composed of a ceramic material to which a washcoat of the same or another ceramic material, based on the ceramic material of the support, has been applied. in the first hydroformylation step, the feedstock mixture is hydroformylated with synthesis gas in the presence of a first catalyst system in a first reaction zone, a gaseous discharge is withdrawn continuously from the first reaction zone comprising at least a portion of the product aldehydes formed, at least a portion of the unreacted olefins and synthesis gas, and the gaseous discharge from the first hydroformylation is subjected to a substance separation step, in which the gaseous discharge is separated into at least one unreacted olefin-rich phase, at least one product aldehyde-rich phase and optionally a purge gas stream; the unreacted olefin-rich phase and/or the optional purge gas stream obtained after passing through a substance separation step after the first hydroformylation is conducted as second feed mixture to the second hydroformylation step; and in the second hydroformylation step, a second feed mixture in the gaseous state is subjected to a further hydroformylation, in a second reaction zone, with synthesis gas in the presence of a second catalyst system comprising a metal from Group 8 or 9 of the Periodic Table of the Elements, at least one organic phosphorus-containing ligand, a stabilizer and optionally an ionic liquid, wherein the second feed mixture and the synthesis gas are passed over a support composed of a porous ceramic material on which the catalyst system is in heterogenized form, wherein the support is a monolith, i.e. a block composed of a ceramic material to which a washcoat of the same or another ceramic material, based on the ceramic material of the support, has been applied.