An integral manifold for a system of differential equations is a manifold such that any solution of the equations which has a point on it is entirely contained on it. The method of averaging establishes the existence of such a manifold for a system which is a perturbation of an autonomous system with a periodic orbit. The existence of the manifold is established here under more general hypotheses, namely for perturbations which are ‘integrally small’. The method differs from the original method of Bogolyubov and Mitropolskii and operates directly with the individual solutions. This is made possibly by the use of an appropriate norm, and is equivalent to solving the partial differential equation which occurs in work by Moser and Sacker by the method of characteristics rather than by the introduction of an artificial viscosity term. Moreover, detailed smoothness properties of the manifold are obtained. For periodic perturbations the integral manifold is a torus and these smoothness properties are just sufficient to permit the application of Denjoy's theorem.