Microreactors present innovative solutions for problems pertaining to conventional reactors and therefore have seen successful application in several industrial processes. Yet, its application in heterogeneously catalyzed gas–liquid reactions has been challenging, mainly due to the lack of an easy and flexible methodology for catalyst incorporation inside these reactors. Herein, we report a facile technique for obtaining small (<2 nm) and well-distributed catalytic nanoparticles on the walls of silica-coated capillaries, that act as micro­(channel) reactors. These particles are formed in situ on the reactor walls using polyelectrolyte multilayers (PEMs), built by layer-by-layer self-assembly. Manipulating the PEMs’ synthesis condition gives easy control over metal loading, without compromising on particle size. Both monometallic (Au and Pd) and bimetallic (AuPd) nanoparticles were successfully obtained using this technique. Finally, these catalytic microreactors were found to exhibit exceptional activity for the direct synthesis of hydrogen peroxide from H2 and O2.