The invention provides a process for producing hydrogen gas and carbon monoxide in an alkene hydroformylation reaction and belongs to the technical field of preparation of a hydrogen gas and carbon monoxide gas mixture through cracking methanol in the field of chemical industry. The process comprises the following steps: (1) subjecting an aqueous solution of the methanol to heat exchange, evaporation overheating, catalytic cracking, heat-exchange cooling and water washing, so as to obtain cracked gas containing hydrogen gas, carbon monoxide, methane and carbon dioxide; (2) boosting the cracked gas, and then, enabling the cracked gas to enter a decarbonization separating device, so as to separate out carbon dioxide and methane foreign gases; (3) after separation, feeding the hydrogen gas and carbon monoxide containing cracked gas to a hydrogen-extracting separating device, and separating out superfluous hydrogen gas according to a ratio of hydrogen gas required and carbon monoxide required, so as to obtain the hydrogen gas and carbon monoxide gas mixture applicable to the alkene hydroformylation reaction. According to the process, by adopting membrane-separation decarbonization and PSA hydrogen extracting integrated separation, the recovery rate of carbon monoxide in the cracked gas can reach 95% or more, and the yield of carbon monoxide is increased by 10% to 20% compared with that of the traditional carbon monoxide extracting device process.