This invention relates to a process for the oligomerization of olefins that have 2 to 6 carbon atoms comprising at least: a) One reaction stage in which a first effluent that comprises oligomers, paraffins and olefins that have not reacted is recovered, b) A separation stage that makes it possible to separate a portion of the oligomers that are contained in the effluent from a mixture that comprises oligomers, paraffins and the olefins that have not reacted, c) A recycling of a portion of said mixture in the reaction stage, and d) A stage for membrane separation of another portion of said mixture so as to draw off a permeate that comprises at least 70% by weight of olefins and a retentate that comprises paraffins and oligomers, e) A stage for recovery of oligomers on the retentate.