The subject matter of the present invention is a process for direct synthesis of (meth)acrolein from a reactive mixture comprising at least one compound chosen from ethers, acetals or hemiacetals derived from linear alcohols comprising from 1 to 3 carbon atoms. Examples of compounds are dimethyl ether, diethyl ether, methyl ethyl ether, dimethoxymethane, diethoxymethane, dipropoxymethane, 1,1-dimethoxyethane or 1,1-diethoxyethane. The process of the invention comprises two successive phases: oxidation then aldol condensation, which can be carried out in the presence of a solid oxidation catalyst chosen from molybdenum-based catalysts and optionally of an aldol condensation catalyst. These two phases are carried out in a reaction system comprising a single reactor or optionally two reactors in cascade.