Enzyme cascades combining epimerization and isomerization steps offer an attractive route for the generic production of rare sugars starting from accessible bulk sugars but suffer from the unfavorable position of the thermodynamic equilibrium, thus reducing the yield and requiring complex work‐up procedures to separate pure product from the reaction mixture. Presented herein is the integration of a multienzyme cascade reaction with continuous chromatography, realized as simulated moving bed chromatography, to overcome the intrinsic yield limitation. Efficient production of D‐psicose from sucrose in a three‐step cascade reaction using invertase, D‐xylose isomerase, and D‐tagatose epimerase, via the intermediates D‐glucose and D‐fructose, is described. This set‐up allowed the production of pure psicose (99.9 %) with very high yields (89 %) and high enzyme efficiency (300 g of D‐psicose per g of enzyme).