PURPOSE: To obtain the title catalyst without any harmful effect on its other various performances, by coating a ceramic honeycomb carrier with a fire resisting oxide, baking this coat, immersing this carrier in an aqueous solution containing at least any one of oxalic acid, malonic acid and ammonium carbonate and heat treating the same.

CONSTITUTION: A ceramic honeycomb carrier is coated with a wash coat material consisting of a fire resisting oxide and this coat is baked. This carrier is then immersed in an aqueous solution containing at least any one of oxalic acid, malonic acid and ammonium carbonate, preferably for 1W30 seconds. After this carrier is taken out of the aqueous solution and the aqueous solution remaining in cells is blasted away by a jet of air stream, it is heat treated, preferably at a temperature of 300W500°C. The ceramic honeycomb catalyst thus formed provides a remarkably improved resistance to thermal shock, without any harmful effect being exerted on its other various performances.