To provide a method of producing a catalyst, by which a catalytically active component can be uniformly and easily supported onto the surface and inside of an inorganic fiber structure and thereby the catalyst having excellent catalytic activity can be produced.

The method of producing the catalyst for cleaning an exhaust gas from a diesel engine includes a process comprising bringing the inorganic fiber structure into contact with a salt of an organic acid with an alkaline metal element and a surface active agent and drying them, a process comprising bringing the inorganic fiber structure into contact with a salt of an organic acid with a group VIII element and a surface active agent and drying them, and a process for firing the inorganic fiber structure. Contact mentioned above is performed by immersing the inorganic fiber structure into an aqueous solution containing the salt of the organic acid and the surface active agent, and the inorganic fiber structure is produced by using at least one selected from silicon carbide fiber, Tyranno fiber, potassium titanate fiber and metal fiber, and the catalyst containing the alkaline metal element and the group VIII element in an atomic ratio of 1:9 to 9:1 is produced.