The invention discloses a process of continuously producing methyl acetoacetate and relates to the technical field of production of chemical raw materials. The production process comprises the following steps of firstly, welding a separation board at the middle of an esterification reactor for separating the esterification reactor into a cooling bin and an insulating bin; secondly, adding a methyl acetoacetate finished product into the esterification reactor to serve as a bottom material in the reactor, and meanwhile, simultaneously dropping DK and methanol into the cooling bin; thirdly, realizing water cooling and air cooling in the cooling bin; after the cooling bin is cooled, realizing pressurization; after pressurization, enabling a product to overflow to the inside of the insulating bin through an overflow pipe; during overflowing, adding diketene on the overflow pipe; fourthly, when the product in the insulation bin reaches a certain amount, transferring the methyl acetoacetate to the inside of a rectifying tower through a transfer pump; fifthly, vacuumizing the inside of the rectifying tower for exhausting air, and meanwhile, inputting nitrogen, and rectifying the methyl acetoacetate in a reflux state to obtain a final product at the moment. According to the process disclosed by the invention, quick production can be realized, the finished product output is improved, the accuracy in control is realized, and the time and the cost are saved.