Palladium‐supported catalysts are complex assemblies with a challenging preparation. Minor changes in their preparation conditions can affect the activity, selectivity and lifetime of these catalysts. PdCuFe nanoparticle (NP) thin films were supported on reduced graphene oxide (RGO) by the reduction of the organometallic complex [PdCl2(cod)] (cod = cis,cis‐1,5‐cyclooctadiene), and [Cu(acac)2] and [Fe(acac)3] (acac = acetylacetonate) complexes at a toluene–water interface. We have investigated the application of the liquid–liquid interface method for preparing ultrathin films of catalysts and have evaluated the catalytic activity of the prepared NPs for the Sonogashira coupling reaction in micelle media. Also, we have investigated the effect of the addition of iron on the morphology, size and catalytic activity of PdCu/RGO NPs. Our study shows that both of the prepared catalysts (PdCu/RGO and PdCuFe/RGO) are efficient and recoverable catalysts for the Sonogashira carbon–carbon coupling reaction. This method has advantages compared to other routes, such as short reaction times, high to excellent yields, facile and low‐cost method for the preparation of the catalysts, and easy separation and reusability of the catalysts.