An experimental design methodology was applied to optimize cyclohexene epoxidation with hydrogen peroxide in the presence of acid‐activated montmorillonite clay supported on 11‐molybdovanado‐phosphoric acid, with the Keggin structure H4[PVMo11O40] · 13H2O (PVMo) as catalyst. The statistical study of the process was achieved through a two‐level, full‐factorial experimental design with five process parameters. The significant input variables (key factors) that influenced the performance of cyclohexene oxidation are the catalyst weight, catalyst loading, temperature, H2O2 concentration, and the reaction time. The effect of the individual parameters and their interaction effects on the cyclohexene conversion, as well as the selectivity of cyclohexane‐1,2‐diol, was determined, and a statistical model of the process was developed. The process was optimized by considering the two responses simultaneously, which allows defining the optimal regions for the significant process variables. The optimal conditions were obtained for the catalyst weight of 0.05 g, temperature of 70°C, and reaction time of 9 h, with 20% PVMo as the active phase and hydrogen peroxide as oxidant.