We prove the convergence of finite-difference approximations to solutions of the Boltzmann equation. An essential step is the proof of convergence of discrete approximations to the collision integral. This proof relies on our previous results on the consistency of this approximation. For the space-homogeneous problem we prove strong convergence of our discrete approximation to the strong solution of the Boltzmann equation. In the space-dependent case we prove weak convergence to DiPerna-Lions solutions.