The invention aims to solve the technical problem that long-term continuous production operation is difficult due to the fact that materials block the tops of rectifying towers in the PODE (polyoxymethylene dimethyl ether) purification process with a rectification method. The adopted technical scheme comprises steps as follows: (a) a reaction mixture obtained by a reaction synthesis unit firstly enters a first rectifying tower, a first fraction mainly containing methylal is removed through separation, and first tower bottoms are obtained; (b) the first tower bottoms enter an extraction unit and are subjected to extraction with a two-phase extraction agent containing an organic solvent and an aqueous phase, an extract phase containing PODEn (n=2-8) and an organic solvent is obtained, and a raffinate phase is an aqueous phase containing formaldehyde; (c) the extract phase sequentially enters a second rectifying tower, a third rectifying tower and a fourth rectifying tower for rectification, and a second fraction containing an organic solvent, a third fraction containing high-purity PODEn (n=2) and a fourth fraction containing PODEn (n=3-5) are obtained respectively.