The glycerol water (sweet water) arising in the high-pressure splitting of natural fats and oils into fatty acid and glycerol using steam is continuously purified. Solids having diameters above 100 mu m are separated off from the aqueous phase by means of a plate phase separator and these are returned to the high-pressure splitting. The aqueous phase thus prepurified is passed in transverse flow across a filtration membrane, in particular a microfiltration membrane, and the concentrate is returned to the inlet of the plate phase separator. The permeate flows through a fixed bed packed with an adsorber resin. In a particularly economical manner, large product volume streams of glycerol water with frequent change of origin can be continuously and effectively purified.