(i) obtaining a dried product by drying and heat-treating a starting material mixed liquid in which supply source compounds of respective catalyst component elements are integrated;

(ii) forming a catalyst precursor by supporting powder to be supported on a carrier comprising a particle aggregate, the powder to be supported being either the dried product or obtained from the dried product; and

(iii) calcining the catalyst precursor to form the catalyst,

wherein the heat-treating in the obtaining (i) is carried out at a heat treatment temperature of not less than 270° C. and not more than 330° C. for not less than 30 minutes and not more than 2 hours,

wherein the powder to be supported, in the forming (ii), has a first mass loss rate, at 300° C., of less than 5 percent by mass,

wherein a difference between a second mass loss rate of the powder to be supported at 370° C. and the first mass loss rate is not less than 1 percent by mass and not more than 6 percent by mass,

wherein the first mass loss rate and the second mass loss rate are calculated from formula (I) based on masses of the powder to be supported before and after heating the powder to be supported to 300° C. and 370° C., respectively, in an air atmosphere until there is no change in mass:

wherein R_ML is mass loss rate in percent by mass, M₀ is mass of the powder to be supported before heating in grams, and M_H is mass of the powder to be supported after heating in grams, and

wherein the catalyst comprises molybdenum as an essential component.