A method for in-line preparation of liquid for an extracorporeal blood treatment apparatus that makes provision for placing a filter in correspondence with each of two successive filtration stations, for carrying out a liquid preparation cycle, for removing the filter, which operates in correspondence with a first filtration station, for placing in correspondence with the first filtration station the filter that operated in correspondence with the second filtration station, for placing a new filter in correspondence with a second filtration station and for launching a new sterile liquid preparation cycle. The invention also provides a device for implementing the described method and an apparatus for extracorporeal blood treatment, which incorporates this device.