The invention is a supported or bound heteropoly acid catalyst composition, a method of making the catalyst composition and a process for the oxidation of saturated and/or unsaturated aldehydes to unsaturated carboxylic acids using the catalyst composition. The catalyst composition has a heteropoly acid component containing molybdenum, vanadium, phosphorus and cesium and support/binder having a surface area of about 0.1 m2/g to about 1.0 m2/g. The catalyst is made by dissolving compounds of the components of each of the heteropoly acid compounds in a solution, precipitating the heteropoly acid compounds, contacting the heteropoly acid compounds to form a catalyst precursor and calcining the catalyst precursor to form a heteropoly acid compound catalyst. Unsaturated aldehydes, such as methacrolein, may be oxidized in the presence of the heteropoly acid compound catalyst to produce an unsaturated carboxylic acid, such as methacrylic acid.