The present invention pertains to a metallocene catalyst based on a transition metal of groups 4 or 5 of the periodic table prepared by the immobilization of a metallocene complex on a support modified with hybrid soluble silica, prepared by a non-hydrolytic sol-gel process. There is also described a process for preparing said catalyst.The supported metallocene catalyst of the present invention has the advantages of high catalytic activity, morphology, besides the fact of producing copolymers of ethylene with alpha-olefins having molecular behavior that will bring benefits in mechanical properties, such as resistance to tearing, piercing and impact, as well as improved optical and weldability properties.