Process for preparing aldehydes by hydroformylation of a first feed mixture comprising C2 to C5 olefins as reactants, wherein the hydroformylation comprises at least two hydroformylation steps, characterized in that in the first hydroformylation step the feed mixture is hydroformylated with synthesis gas in the presence of a first catalyst system in a first reaction zone, a gaseous output is withdrawn continuously from the first reaction zone, comprising at least a portion of the product aldehydes formed and at least a portion of the unconverted olefins, and the gaseous output from the first hydroformylation step is guided to the second hydroformylation step without passing through any substance separation step, in the second hydroformylation step the gaseous output from the first hydroformylation step, as second feed mixture, together 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, in a second reaction zone, is subjected to a further hydroformylation, 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, a gaseous output escapes continuously from the second reaction zone, comprising at least a portion of the product aldehydes formed and at least a portion of the unconverted olefins, and the gaseous output from the second hydroformylation is subjected to a separation step in which the gaseous output is separated into at least one phase rich in unconverted olefins and at least one phase rich in product aldehyde, wherein the support is a monolith, i.e. a block of a ceramic material, to which a washcoat composed of the same or a different ceramic material with respect to the ceramic material of the support is applied. in the first hydroformylation step the feed mixture is hydroformylated with synthesis gas in the presence of a first catalyst system in a first reaction zone, a gaseous output is withdrawn continuously from the first reaction zone, comprising at least a portion of the product aldehydes formed and at least a portion of the unconverted olefins, and the gaseous output from the first hydroformylation step is guided to the second hydroformylation step without passing through any substance separation step, in the second hydroformylation step the gaseous output from the first hydroformylation step, as second feed mixture, together 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, in a second reaction zone, is subjected to a further hydroformylation, 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, a gaseous output escapes continuously from the second reaction zone, comprising at least a portion of the product aldehydes formed and at least a portion of the unconverted olefins, and the gaseous output from the second hydroformylation is subjected to a separation step in which the gaseous output is separated into at least one phase rich in unconverted olefins and at least one phase rich in product aldehyde, wherein the support is a monolith, i.e. a block of a ceramic material, to which a washcoat composed of the same or a different ceramic material with respect to the ceramic material of the support is applied.