The main object of the invention is to provide a method capable of producing a substrate for a dye-sensitized solar cell in high yield and a method of producing a dye-sensitized solar cell with such a substrate. In order to achieve the object, there is provided, according to the invention, a method of producing a substrate for a dye-sensitized solar cell, comprising the processes of: applying, to a heat-resistant substrate, an intermediate layer-forming coating material that contains an organic material and fine particles of a metal oxide semiconductor and setting the coating to form an intermediate layer-forming layer; applying, to the intermediate layer-forming layer, an oxide semiconductor layer-forming coating material whose solids have a higher concentration of fine particles of a metal oxide semiconductor than that of those in the solids of the intermediate layer-forming coating material and setting the coating to form an oxide semiconductor layer-forming layer; sintering the intermediate layer-forming layer and the oxide semiconductor layer-forming layer to form a porous intermediate membrane and a porous oxide semiconductor membrane; and forming a first electrode layer and a substrate on the oxide semiconductor membrane.