The invention herein relates to a direct manufacturing method of hydrogen peroxide over zeolite, wherein transition metals such as palladium or platinum, and organic compounds such as 2-alkyl anthraquinone or the like are encapsulated onto the zeolite channels, and then reducing agents such as hydrogen, ammonia or alcohol are used in the reaction temperature range of 10.about.90.degree. C. under atmospheric pressure. In general, alkyl anthiraquinone used in the conventional manufacturing, method of hydrogen peroxide can be easily hydrogenated in a relatively mild temperature condition in the range of room temperature to 100.degree. C. by means of a compound having hydrogen. However, the use of alkyl anthraquinone in the reaction is problematic due to the fact that it can only be utilized in a working solution with a solvent which can effectively dissolve alkyl anthraquinoe. The invention herein provides a method of directly manufacturing hydrogen peroxide in aqueous solution, which can overcome the problems of the conventional methods, wherein the compounds which can transfer hydrogen such as alkyl anthraquinone or the like are encapsulated onto the zeolite pores.