There is provided a process for the continuous preparation of a diester of oxalic acid, which comprises a first step of reacting carbon monoxide with an ester of nitrous acid in the gaseous phase; a second step of condensing the gaseous reaction mixture to separate a non-condensed gas from a condensed liquid containing the diester of oxalic acid; a third step of introducing the non-condensed gas of the second step to a regeneration column, thereby contacting it with a gas containing molecular oxygen and an alcohol, and recycling the resulting gas containing an ester of nitrous acid to the reactor of the first step; a fourth step of distilling out an alcohol containing a diester of carbonic acid formed as a by-product of the first step and obtaining a liquid diester of oxalic acid; and a fifth step of introducing the distillate of the fourth step to a hydrolysis column thereby hydrolyzing the diester of carbonic acid in the gas and recycling the alcohol as an alcohol source for the third step.