In a method for the production of linear .alpha.-olefins by the oligomerization of ethylene in the presence of a catalyst system composed of (A) zirconium tetrachloride, (B-a) ethyl aluminum sesquichloride and (B-b) triethyl aluminum, an improvement is proposed which comprises using the catalyst system prepared in a specific procedure in which one of the essential conditions is the order of successive introduction of the three components along with the concentration of zirconium tetrachloride, temperature and length of time. It is essential that introduction of the component (B-b) is not preceded by the contacting of the components (A) and (B-a). Accoridng to the invention, the reaction product contains the species of the linear .alpha.-olefin compounds having higher usefulness than other species in a greatly increased yield.