The invention relates to a preparation method of a supported catalyst for circulating type catalytic reaction. The catalyst uses a ceramic membrane as a carrier. The preparation method comprises the following steps: growing TiO2 nanorods on the surface and in pore passages of a ceramic membrane by a two-step hydrothermal method, then etching the TiO2 nanorods into TiO2 nanotubes by a hydrochloricacid hydrothermal etching method, modifying through a silane coupling agent to introduce amino functional groups, and finally, loading Pd nanoparticles by a sol impregnation method to prepare the supported catalyst. The preparation method has the advantages that the surface and the pore passages of the ceramic membrane are modified through the TiO2 nanotubes, so that the surface area of the membrane catalyst can be expanded, more Pd nanoparticles are loaded on the surface and in the pore passages of the ceramic membrane, and the catalytic performance of the catalyst is improved; by virtue of the multiparous property of the ceramic membrane, the membrane catalyst can be used for forming a circulating type catalytic membrane reactor, the problem of difficult separation of the catalyst from aproduct is avoided, and the supported catalyst can be widely applied to the circulating type catalytic reaction process.