A simple and unique methodology to synthesize active Pd nanoparticles using Cs_2.5H_0.5PW₁₂O₄₀ heteropolyacid-supported silica (CsHPA/SiO₂) under UV-light irradiation has been developed. By the photo-assisted deposition (PAD) method, a Pd²⁺ precursor in aqueous solution can be deposited and easily reduced by the [PW₁₂O₄₀]⁴⁻ species generated by photolysis of [PW₁₂O₄₀]³⁻ species in the presence of ⁱPrOH as a sacrificial reagent, to afford nanosized Pd⁰ metal particles (Pd/CsHPA/SiO₂). No direct Pd metal deposition was observed on either pure SiO₂ without the CsHPA phase under UV-light irradiation or on CsHPA/SiO₂ without UV-light irradiation. The catalytic activity for the direct synthesis of hydrogen peroxide (H₂O₂) using H₂ and O₂ gases under atmospheric pressure was strongly dependent on the preparation conditions, variation of CsHPA content, and the type of catalyst support. In addition, the Pd/CsHPA/SiO₂ catalyst prepared by the PAD method exhibited significantly better activity than the conventionally prepared impregnation catalyst. The Pd surface area from CO adsorption measurements, and also the suppression of undesired side reactions were determined as the crucial factors to achieve efficient catalytic performance.