The invention is a method for liquid, gaseous or supercritical phase chromatography which involves circulating, on a chromatograph (6) containing a stationary phase, a load (1) comprising components to be separated entrained by a carrier fluid (2), said method being characterized in that it involves: (a) obtaining, at the outlet of the chromatograph, a plurality of chromatographic fractions (3, 4) comprising at least one component of the load and the carrier fluid in a first fluid phase, (b) imposing a change of state on at least one of said chromatographic fractions (3, 4) so as to obtain at least one fraction of purified carrier fluid in a second fluid phase different from the first fluid phase by separating said carrier fluid from the component of the load, (c) imposing a change of state in a reverse direction to that of step (b) on at least one fraction of purified carrier fluid obtained in step (b) so as to obtain at least one fraction of purified carrier fluid in a third fluid phase different to the second fluid phase, and in that it involves coupling the change-of-state energies from the first fluid phase to the second fluid phase and from the second fluid phase to the third fluid phase of the same or of another fraction of purified carrier fluid, said coupling comprising a transfer of heat using a heat pump.