A method of producing methyl methacrylate comprises Step 1 of producing acetone cyanhydrin from hydrogen cyanide and acetone; Step 2 of producing .alpha.-hydroxyisobutyramide by hydrating acetone cyanhydrin; Step 3 of producing methyl .alpha.-hydroxyisobutyrate and ammonia by a reaction of .alpha.-hydroxyisobutyramide and methanol; Step 4 of producing methyl methacrylate by dehydrating methyl .alpha.-hydroxyisobutyrate; and Step 5 of producing hydrogen cyanide in vapor phase by reacting methanol and the ammonia obtained in Step 3 over a solid catalyst in the presence of molecular oxygen. By using methanol in the step 3, the conversion ratio of .alpha.-hydroxyisobutyramide into methyl .alpha.-hydroxyisobutyrate can be increased because the equilibrium of the reaction is easily sifted toward the product side by removing ammonia being produced from the reaction system. The use of methanol in the step 3 produces additional advantages of efficiently linking the steps to eliminate the steps for separation and purification, thereby reducing the production cost.Step 1:HCN+CH.sub.3 COCH.sub.3 .fwdarw.(CH.sub.3).sub.2 (OH)CN;Step 2:(CH.sub.3).sub.2 C(OH)CN+H.sub.2 O.fwdarw.(CH.sub.3).sub.2 (OH)CONH.sub.2Step 3:(CH.sub.3).sub.2 C(OH)CONH.sub.2 +CH.sub.3 OH.fwdarw.(CH.sub.3).sub.2 (OH)CO.sub.2 CH.sub.3 +NH.sub.3Step 4:(CH.sub.3).sub.2 C(OH)CO.sub.2 CH.sub.3 .fwdarw.(CH.sub.2).sub.2 .dbd.C(CH.sub.3)CO.sub.2 CH.sub.3 +H.sub.2 OStep 5:CH.sub.3 OH+NH.sub.3 +O.sub.2 .fwdarw.HCN+3H.sub.2 O