The invention relates to a method for extracting edible oligosaccharides, specifically a method for extracting soybean oligosaccharides from soybean whey liquid by flotation purification and membrane concentration. The method comprises the following steps: thermal coagulation, cooling, high-speed centrifugal separation, pH adjustment and flocculation, secondary high-speed centrifugal separation, flotation separation, first-stage ultrafiltration, decolorization with ion exchange resin, electrodialysis desalination, further desalination with ion exchange resin, second-stage ultrafiltration, reverse osmosis concentration, activated carbon decolorization, diatomite filtration, terminal ultrafiltration and negative-pressure evaporation concentration. The invention has the advantages that: 1. based on the reasonable combination of proper molecular weight cut-off of ultrafiltration membrane and membrane assembly, operation mode and efficient cleaning, the method works continuously and stably for long time; 2. the method realizes the pretreatment by using multi-stage high-efficiency centrifugal separation technique, without using filter aids and producing pollutants, and the separated protein residue can be recycled; and 3. the method has simple process and low equipment and operation costs.