The invention is concerned with a method for producing a conjugated diene including a reaction step of subjecting a raw material gas containing a monoolefin having a carbon atom number of 4 or more to an oxidative dehydrogenation reaction with a gas containing molecular oxygen in the presence of a catalyst, to obtain a reaction product gas containing a conjugated diene; and a cooling step of cooling the reaction product gas, wherein in the cooling step, a cooling agent is supplied into a cooling column and brought into contact with the reaction product gas; the cooling agent discharged from the cooling column is then cooled by a heat exchanger; a precipitate dissolved in the cooling agent is precipitated within the heat exchanger and recovered; and the cooling agent from which the precipitate has been recovered is circulated into the cooling column.