Hydrocarbons are prepared, liquid at the reaction temperature, by feeding synthesis gas into three-phase turbulent reactors in which the solid phase, consisting of the catalyst in the form of particles, is kept in suspension in the liquid phase by the rising synthesis gas. The reaction product is separated/filtered in continuous from the catalyst dispersed therein by means of at least one filtration device consisting of a hydrocyclone over which there is a first hollow metal element in which a second hollow element is situated, coaxial with the first, made of a material having a porous structure, with an average pore diameter ranging from 0.002 to 0.1 micrometers, suitable for micro/ultrafiltration.