The H6P2W18O62/MCM-41-SUP was first synthesized using supercritical impregnation as highly efficient catalyst during glycerol conversion reaction. For comparison, the H6P2W18O62/MCM-41 prepared by conventional wet impregnation was also studied. The catalysts were studied using XRD, BET, FTIR, SEM, TEM, pyridine-FTIR, NH3-TPD, TG, ICP and elemental analysis. The characterization results showed that the preparation condition of supercritical carbon dioxide contributed to improve the dispersion of H6P2W18O62 on MCM-41, strengthen the interaction between H6P2W18O62 and MCM-41, increase the thermostability of H6P2W18O62 and enhance the amount of medium and Brønsted acid sites on the catalyst. Therefore, the formation of coke was retarded, and the lifetime of catalyst was prolonged. After 15 h reaction, the glycerol conversion rapidly reduced from 92% to 64% on H6P2W18O62/MCM-41-IMG (15.4 wt% coke), while the glycerol conversion slightly decreased from 94% to 82% on H6P2W18O62/MCM-41-SUP (9.8 wt% coke).