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By far, the most common use of time-dependent density functional theory is in the linear-reponse regime, where it provides information about electronic excitations. Ideally, the linear-response equations should be solved by a method that avoids the use of the unoccupied Kohn-Sham states — such as the Sternheimer method — as this reduces the complexity and increases the precision of the calculation. However, the Sternheimer equation becomes ill-conditioned near and indefinite above the first resonant frequency, seriously hindering the use of efficient iterative solution methods. To overcome this serious limitation, and to improve the general convergence properties of the iterative techniques, we propose a simple preconditioning strategy. In our method, the Sternheimer equation is solved directly as a linear equation using an iterative Krylov subspace method, i.e., no self-consistent cycle is required. Furthermore, the preconditioner uses the information of just a few unoccupied states and requires simple and minimal modifications to existing implementations. In this way, convergence can be reached faster and in a considerably wider frequency range than the traditional approach.