Microreactors are able to address several issues pertaining to traditional reactors and are therefore suitable for the gas-liquid-solid reactions. However, the preparation of high-performance catalyst layer in a microreactor via an easy and flexible way remains a major challenge. In this work, a multilayered (PSS-PAH-Pd)(n) catalytic hybrid film was prepared on the inner surface of the microreactor via the layer-by-layer self-assembly method. This design ensured good dispersion of Pd nanoparticles and easy control of catalyst loading. It was also found that the increase of the precursor concentration, and the pH value of the PAH solution could increase the catalyst loading and provide more active sites, leading to the improved catalytic performance. Increasing the layer number increased the catalyst loading and thus the catalytic performance, whereas too many layers increased the mass transfer resistance, resulting in inefficient catalyst utilization and thereby insignificant improvement of the catalytic performance.