Metallic Ru nanoparticles have been successfully produced and incorporated into the pores of SBA-15 in situ employing a simple ultrasound-assisted polyol method. The product has been confirmed by X-ray diffraction, transmission electron microscopy, and X-ray photoelectron spectroscopy, where ultrasound provides both the energy for the reduction of the Ru(III) ion and the driving force for the loading of the RuO nanoparticles into the SBA-15 pores. An ultrasound-assisted insertion mechanism has been proposed based on the microjets and shake-wave effect of the collapsed bubbles. The catalytic properties of the SBA-15-supported Ru nanoparticles have been tested by the partial oxidization of methane and show very high activity and high CO selectivity.