A method for producing a thermoplastic elastomer composition including a thermoplastic resin composition as a continuous phase and also including a modified elastomer dispersed into the continuous phase as a dispersed phase, wherein the method comprises, in the stated order: (1) a step for reacting a polyamide resin and an epoxy group-containing polymer together to generate an end-capped polyamide resin; (2) a step for adding EVOH and a modified elastomer to the product obtained in step (1); (3) a step for dispersing the EVOH into the product obtained in step (1); (4) a step for adding a cross-linking agent for cross-linking the modified elastomer to the dispersion obtained in step (3); and (5) a step for cross-linking the modified elastomer using the cross-linking agent; and wherein the thermoplastic resin composition comprises EVOH and an end-capped polyamide resin.