Range-separated density-functional theory (DFT) is an alternative approach to Kohn-Sham density-functional theory. The strategy of range-separated density-functional theory consists in separating the Coulomb electron-electron interaction into long-range and short-range components and treating the long-range part by an explicit many-body wave-function method and the short-range part by a density-functional approximation. Among the advantages of using many-body methods for the long-range part of the electron-electron interaction is that they are much less sensitive to the one-electron atomic basis compared to the case of the standard Coulomb interaction. Here, we provide a detailed study of the basis convergence of range-separated density-functional theory. We study the convergence of the partial-wave expansion of the long-range wave function near the electron-electron coalescence. We show that the rate of convergence is exponential with respect to the maximal angular momentum L for the long-range wave function, whereas it is polynomial for the case of the Coulomb interaction. We also study the convergence of the long-range second-order Møller-Plesset correlation energy of four systems (He, Ne, N2, and H2O) with cardinal number X of the Dunning basis sets cc - p(C)V XZ and find that the error in the correlation energy is best fitted by an exponential in X. This leads us to propose a three-point complete-basis-set extrapolation scheme for range-separated density-functional theory based on an exponential formula.