During the lactide producing process, volatile impurities, such as lactic acid and its dimer, are simultaneously distilled out with lactide. To remove these impurities, many post-treatments were needed. Herein, we present a novel approach to obtain high purity lactide by adding high-boiling-point alcohols to immobilize these volatile impurities. A series of high-boiling-point alcohols were screened and pentaerythritol was found to be the best immobilization reagent. When the molar ratio of lactic acid's carboxylic group and pentaerythritol's hydroxyl group was 15:1, lactide with 99% GC purity was directly distilled out and no traces of lactic acid and its dimer were detected. The results of HPLC-MS revealed that the distillation residues were esters of pentaerythritol with lactic acid or its oligomer. This indicated that volatile impurities were immobilized in distillation residues. The distillation residues were reused for 4 runs(;) and the purities of lactide were all over 98%.