To provide a method for producing an ethylene--olefin-polyene copolymer by continuous multi-stage polymerization, by which the ethylene--olefin-polyene copolymer excellent in shape retaining ability, when extruded, is obtained.

This method for producing the ethylene--olefin-polyene copolymer, comprising continuously polymerizing ethylene with an -olefin, the following polyene (A) and the following polyene (B) in the presence of an olefin polymerization catalyst in a solvent in a polymerization reaction device in which two polymerization tanks are connected to each other in series, is characterized in that the polymerization is performed in specific conditions. The polyene (A) is at least one selected from norbornadienes and vinylnorbornenes. The polyene (B) is that except the polyene (A).