A catalyst for oxidative coupling of methane comprising Fe.sub.2 O.sub.3 deposited on a silica substrate, said silica substrate having particle sizes in the range of about 150 to 215 .mu.m, and a method for producing said catalyst in which particles of Fe.sub.2 O.sub.3, with a particle size in the range from 100 to 150 .mu.m, and particles of silica, with a particle size in the range from about 150 to about 215 .mu.m are mixed together. The particles are heated to a temperature of at least about 800.degree. C., after which the silica particles impregnated with Fe.sub.2 O.sub.3 are separated from the remaining iron particles.