A method for producing a sugar anhydride, said method comprising: (1) a step for conducting a first heat treatment by heating a polysaccharide having a reducing end at 130-350° C. in the presence of an alcohol compound having 1-10 carbon atoms and not having an acetal structure; (2) a step for conducting a second heat treatment by heating the polysaccharide having been heated in the first heat treatment and thus thermally decomposing the polysaccharide to thereby give a gaseous sugar anhydride, without forming a char or with forming a filmy char, and without generating carbon monoxide or with regulating the generation amount of carbon monoxide, if any, to not more than 5 parts by mass per 100 parts by mass of the absolute dry mass of the polysaccharide; and (3) a collection step for cooling the gaseous sugar anhydride to a temperature equal to or lower than the boiling point thereof and then collecting the same. According to this method, a sugar anhydride can be easily produced at a high yield.

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