An object of the present invention is to provide an exhaust gas purification catalyst, and a production method thereof, that improves NOx purification performance in a lean atmosphere. The method of the present invention for producing an exhaust gas purification catalyst comprises preparing fine composite-metal particles, each of which contains W and Rh, by carrying out sputtering on a target material containing W and Rh; and supporting the fine composite-metal particles on a powder carrier.