PURPOSE: To increase the amt. of catalyst to be carried by an alumina carrier at the central part of the carrier by forming the central part of the radial direction of an alumina layer from γ-alumina or θ-alumina, and the peripheral part thereof from α-alumina, then immersing the monolithic catalyst in a solution contg. a catalyst component.

CONSTITUTION: A monolithic catalyst carrier 1 is placed in an electric furnace 3 in a condition of closing the inlet side and the outlet side of the exhaust gas for the carrier with a heat insulating material 2 and the catalyst is calcined at 1,150°C. As the result, the γ-alumina at the peripheral part 4 of the carrier 1 is transformed to α-alumina, but the γ-alumina at the central part 5 of the carrier remains as it is or is transformed partly to θ-alumina. The carrier 1 is then immersed in aq. soln. of dinitrodiamine Pt, pulled up and dried and calcined after removing excess aq. soln. Then, the calcined product is immersed in aq. Rh chloride soln., pulled up again. Excess soln. is removed, and the carrier is dried and calcined. By this process, a monolithic catalyst A supporting Pt and Rh is obtd.