A process by which a hydroformylation reaction can be efficiently conducted without lowering the yield of an aldehyde in the reaction is provided. A process for producing an aldehyde which includes subjecting an olefin to a hydroformylation reaction with carbon monoxide and hydrogen in the presence of a catalyst, characterized in that the olefin is fed as a gas to a reactor. In feeding the olefin as a gas to the reactor, it is preferred to gasify the olefin with the heat of the hydroformylation reaction.