The invention is a supported or bound heteropoly acid catalyst composition, a method of making the catalyst composition and a process for the oxidation of saturated and/or unsaturated aldehydes to unsaturated carboxylic acids using the catalyst composition. The catalyst composition has a heteropoly acid component containing molybdenum, vanadium, phosphorus and cesium and support/binder having a surface area of about 0.1 m2/g to about 1.0 m2/g.The catalyst is made by dissolving compounds of the components of each of the heteropoly acid compounds in a solution, precipitating the heteropoly acid compounds, contacting the heteropoly acid compounds to form a catalyst precursor and calcining the catalyst precursor to form a heteropoly acid compound catalyst.Unsaturated aldehydes, such as methacrolein, may be oxidized in the presence of the heteropoly acid compound catalyst to produce an unsaturated carboxylic acid, such as methacrylic acid.