The present invention relates to a process for preparing an anhydride of formula A-C(═O)—O—(O═)C-A, where A is —CR═CH2 and R is —H or —CH3, comprising: a) a step of reacting an anhydride B—C(═O)—O—(O═)C—B with an acid A-COOH, A being as defined above, wherein the step results in the formation of an anhydride A-C(═O)—O—(O═)C—B and of an acid B—COOH, A and B being such that said acid B—COOH is more volatile than said acid A-COOH, and b) a step of reacting said anhydride A-C(═O)—O—(O═)C—B with the acid A-COOH under conditions such that the amount of acid B—COOH is less than the amount of acid A-COOH, resulting in the formation of the anhydride A-C(═O)—O—(O═)C-A, in which said reaction steps are carried out in the presence of an acid catalyst which is more volatile than said anhydride A-C(═O)—O—(O═)C-A.