Polylactams are prepared continuously by a process in which a lactam containing from 1 to 25% by weight of water is heated in a prepolymerization zone under a pressure of from 1 to 10 bar at from 220.degree. to 280.degree. C. for 1 to 10 minutes, water being vaporized at the same time, with the proviso that the degree of conversion on emergence from the prepolymerization zone is not less than 85%, the prepolymer and the vapor are separated continuously, and the prepolymer is passed into a polymerization zone and is polymerized further under superatmospheric pressure at from 240.degree. to 290.degree. C.