The present invention relates to a process for producing methyl methacrylate, comprising the following steps: A) producing methacrolein and B) reacting the methacrolein obtained in step A) in an oxidative esterification reaction to give methyl methacrylate, characterized in that the two steps A) and B) take place in a liquid phase at a pressure of from 2 to 100 bar, and step B) is carried out in the presence of a heterogeneous noble-metal-containing catalyst comprising metals and/or comprising metal oxides.