A catalyst for use in the production of an unsaturated aldehyde and/or an unsaturated carboxylic acid, the catalyst comparing (or, preferably, being composed of) a mixed oxide containing molybdenum, bismuth and iron, which has improved methanical strength, is produced by a method including the steps of (1) drying an aqueous solution or an aqueous slurry containing raw materials of the catalyst and then firstly calcining a dried product in a molecular oxygen-containing gas atmosphere to obtain a calcined product; (2) heating the calcined product obtained in Step (1) in the presence of a reducing material to obtain a reduced product having a mass loss of 0.05 to 6%; and (3) secondly calcining the reduced product obtained in Step (2) in a molecular oxygen-containing gas atmosphere.