The geometric surface area of capillary microchannels is insufficient for the direct deposition of a catalyst active phase to reach a sufficient level of microreactor activity. For this reason it is necessary to coat a porous layer of a catalyst support on the channel wall prior to the deposition of the active metallic species. This work addresses the challenges related to the preparation of well-adhered and uniform silica coatings inside closed capillary channels suitable for catalyst deposition for the direct synthesis of hydrogen peroxide. The method used to deposit a layer of coating suspension, which upon solvent evaporation and heating is transformed into a solid film, is known as dynamic gas displacement. Variation of coating parameters and properties of the coating solution could be used to produce microreactors coated with different silica loadings. The most critical aspect of coating is maintaining the film regularity during and after displacement of the coating fluid. The uniformity of the coating thickness is greatly affected not only by the ability to maintain the coating parameters constant, such as the coating velocity, temperature, and solvent evaporation rate during and after displacement of the coating solution, but also by the rheological properties of the coating fluid. Advantages and disadvantages of different coating techniques such as colloidal coating, sol-gel, and slurry coating are discussed in detail. Finally, we demonstrate that silica wall-coated layers with embedded Au-Pd colloidal alloy nanoparticles are active in catalyzing the direct synthesis of hydrogen peroxide.