Spray Flame Pyrolysis (SFP) is of great potential for mass production of nano-materials, especially oxides and supported metals. Flames offer a unique environment for nano-particle growth since they contain high degrees of super-saturation, extremely high temperatures and rapid quench conditions, locking in kinetic structures. Spray jets flames offer the most versatile and controllable of pyrolytic conditions for nano-particle formation. We report on the development of a SFP apparatus and synthesis of supported gold nano-particles on titania (Au/TiO₂). The synthesis of supported gold nano-particles with desired catalytic properties requires understanding of structural nucleation and growth in this complex "co-precipitation"- like reaction. This is possible due to recent advances in characterization of nano-particle nucleation, growth and aggregation in flames using in situ x-ray scattering. Anomalous scattering (ASAXS) is used to isolate the contribution due to gold from that of the support through contrast matching. USAXS, SAXS and XRD are used to determine the structure and morphology of the nano-particles produced. ICP-MS and other spectroscopic techniques are employed for the composition analysis of material produced. The reactivity of the supported Au/TiO₂ as a function of various synthesis parameters and the particle morphology is also studied.