Conventional melt infiltration (over calcined SBA‐15 silica support) and optimized melt infiltration (over surfactant‐containing SBA‐15 support) were used for the first time to prepare MnOx nanoparticles encapsulated within the support pores. A comprehensive study on the evolution of textural, structural, and morphological characteristics of the MnOx‐silica composites as well as their redox and surface properties is reported herein by varying synthesis parameters, such as manganese loading (5, 10, 20 and 30 Mn wt.%), and post‐treatment temperature (300 and 500 °C). The catalytic performances of the materials prepared in this work have been evaluated in the catalytic oxidation of formaldehyde. The results show a high performance of the SBA‐15 supported manganese oxide at low‐ to moderate‐ temperatures of reaction (Temperature at 50 % of HCHO conversion into CO2 ranging from 110° to 150 °C), activity being related to Mn oxidation state (from 2.3 to 4) and MnOx phase location, confined with or without 2D spatial distribution in the support porosity or formed at the external surface of SBA‐15. A high stability (60 hours), under dry air and 50 % relative humidity air, is reported for MnOx‐based nanocatalysts prepared by conventional and optimized melt infiltration procedures.