Process for producing aldehydes by hydroformylation of a first feed 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 feed 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with synthesis gas in the presence of a first catalyst system in a first reaction zone, a gaseous discharge is withdrawn continuously from the first reaction zone comprising at least a portion of the product aldehydes formed, at least a portion of the unreacted olefins and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, the gaseous discharge from the first hydroformylation is subjected to a first substance separation step in which the gaseous discharge is separated into a synthesis gas-rich phase, a synthesis gas-depleted phase and optionally a purge gas stream, wherein the synthesis gas-rich phase is recycled to the first reaction zone and the synthesis gas-depleted phase is subjected to a second substance separation step in which the synthesis gas-depleted phase is separated into at least one unreacted olefin-rich phase and at least one product aldehyde-rich phase; the unreacted olefin-rich phase obtained after undergoing the second substance separation step and optionally at least a portion of the purge gas stream 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 with synthesis gas in a second reaction zone 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 on which a washcoat composed of the same or another ceramic material, based on 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with synthesis gas in the presence of a first catalyst system in a first reaction zone, a gaseous discharge is withdrawn continuously from the first reaction zone comprising at least a portion of the product aldehydes formed, at least a portion of the unreacted olefins and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, the gaseous discharge from the first hydroformylation is subjected to a first substance separation step in which the gaseous discharge is separated into a synthesis gas-rich phase, a synthesis gas-depleted phase and optionally a purge gas stream, wherein the synthesis gas-rich phase is recycled to the first reaction zone and the synthesis gas-depleted phase is subjected to a second substance separation step in which the synthesis gas-depleted phase is separated into at least one unreacted olefin-rich phase and at least one product aldehyde-rich phase; the unreacted olefin-rich phase obtained after undergoing the second substance separation step and optionally at least a portion of the purge gas stream 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 with synthesis gas in a second reaction zone 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 on which a washcoat composed of the same or another ceramic material, based on the ceramic material of the support, is applied.