Poly(oxymethylene) dimethyl ethers (OME) are interesting synthetic fuels that could replace fossil diesel fuel. Therefore, economic routes for OME production have to be developed. One particularly interesting route is the synthesis of OME from dimethyl ether (DME) and formaldehyde. The principal feasibility of this route is established, but the physicochemical information on essential steps is still lacking. In particular, there is no data on the first step in this synthesis, which is the formation of methylal (MAL) from DME and formaldehyde. Kinetic batch experiments were carried out in a stirred batch autoclave with a commercially available acidic ion-exchange resin as a catalyst in the temperature range of 353−373 K for up to 200 h. Trioxane was used as a water-free source of formaldehyde. Due to the volatility of DME, the experiments were carried out under pressure; high-pressure magnetic resonance (NMR) spectroscopy was applied for the analysis. During the reaction, not only MAL but also OME are formed, as well as a side product, methyl formate (MeFo). Therefore, the equilibrium constant of the MAL formation had to be determined based on a reaction kinetic model of the entire reaction network. The formation of MAL was found to have a larger equilibrium constant than the subsequent oligomerization reactions leading to OME, but it is also much slower than these reactions.