Single‐atom catalysts (SACs) exhibit remarkable catalytic activity at each metal site. However, conventionally synthesized single‐atom catalysts often possess low metal loading, thereby constraining their overall catalytic performance. Here, a flame spray pyrolysis (FSP) method for the synthesis of a single‐atom catalyst with a high loading capacity of up to 1.4 wt.% in practice is reported. CeZrO2 acts as a carrier and provides a large number of anchoring sites, which promotes the high‐density generation of Pd, and the strong interaction between the metal and the support avoids atom aggregation. Pd‐CeZrO2 series catalysts have excellent CO oxidation performance. When 0.97 wt.% Pd is added, the catalytic activity is the highest, and the temperature can be reduced to 120 °C. This work presented here demonstrates that FSP, as an inherently scalable technique, allows for elevating the single‐atom loading to achieve an increase in its catalytic performance. The method presented here more options for the preparation of SACs.