SBA-15 silica-supported potassium catalysts were first reported for the selective oxidation of ethane to aldehydes by using oxygen as oxidant. It was found that SBA-15-supported potassium catalysts exhibited very high yield of aldehydes, especially surprisingly high yield of acrolein in the selective oxidation of ethane. The SBA-15-supported catalyst with 2% loading of potassium showed the best performance for the partial oxidation of ethane to aldehydes. The highest yields of acrolein and total aldehydes (formaldehyde, acetaldehyde, and acrolein) were 2.5% and 5.2%, respectively, when the ethane conversion was 14.8% at the reaction temperature of 748 K.