Disclosed is a direct synthesis method of nanostructured catalyst particles on surfaces of various supports. In the disclosed synthesis method of a catalyst structure having a plurality of nanostructured catalyst particles dispersed in a support by a one-step process using a high-temperature high-pressure closed reactor, the one-step process includes supplying the support and a catalyst source into the high-temperature high-pressure closed reactor; supplying an atmosphere forming gas of the reactor into the reactor; perfectly sealing the high-temperature high-pressure closed reactor and heating the reactor to produce the catalyst structure in the reactor under self-generated pressure and synthesis temperature conditions, the catalyst structure including the plurality of nanostructured catalyst particles dispersed in the support; removing internal gases of the reactor to allow the reactor to be in a high-temperature, atmospheric pressure state and supplying an inert gas into the reactor to remove unreacted materials and byproducts remaining in the reactor; and cooling the reactor to room temperature while supplying the inert gas to synthesize the catalyst structure.