In this study, two types of catalysts were prepared via conventional metal supporting method and encapsulation of metal nanoparticles in the polyelectrolyte multilayers constructed on support. The resulting catalysts were applied to the direct synthesis of hydrogen peroxide, and the effect of catalyst preparation method on the catalyst life as well as hydrogen peroxide productivity was investigated. The catalytic activity was strongly dependent upon the acid strength of support regardless of the catalyst preparation methods and HBEA (SAR=25) with strong acidity was superior to other supports to promote the reaction. In the case of metal supported catalyst, while hydrogen peroxide productivity was higher than that of polyelectrolyte multilayered counterpart, the reaction performance was sharply decreased during catalyst recycling due to the metal leaching. On the other hand, construction of polyelectrolyte multilayers on support weakened the influence of acid support on the reaction medium and therefore resulted in the decrease of catalytic activity and the increase of hydrogen peroxide decomposition as well. It is noted, however, that the catalytic activity was maintained after 5 recycles, which suggests that the introduction of polyelectrolyte multilayers on the support is very effective to suppress the unfavorable metal leaching phenomenon during a reaction.