A process for producing a catalyst which has a high mechanical strength and is capable of producing an unsaturated aldehyde and an unsaturated carboxylic acid constantly over a long period of time and in good yield; and, a method for producing an unsaturated aldehyde or carboxylic acid from catalytic oxidation of an olefin, a tertiary butyl alcohol, or a methyl tertiary butyl ether substrate with a gas that contains molecular oxygen and the produced catalyst.