The invention provides a process for producing an olefin polymerisation catalyst, comprising suspending a porous particulate support material in a liquid/liquid two phase system, which comprises a solution of one or more catalyst components and an inert solvent immiscible therewith, to impregnate said solution into the pores of said support material, wherein the active transition metal concentration in the support is from 0.001 to 10% by weight of the dry catalyst system.