A process for producing a Fischer-Tropsch synthesis catalyst according to the present invention comprises a step of calcining a carrier precursor containing silica calcined at a temperature T1 and a zirconium compound at a temperature T2 to obtain a carrier; and a step of calcining a catalyst precursor containing the carrier and a cobalt compound and/or a ruthenium compound at a temperature T3, wherein the content of the zirconium compound in the carrier precursor is 0.01 to 7% by mass in terms of zirconium oxide based on the total mass of the catalyst, and T1, T2, and T3 satisfy conditions represented by expressions (1) to (3): T1≧T3  (1) 250° C.≦T2≦450° C.  (2) 250° C.≦T3≦450° C.  (3).