Composite self-supporting Al2O3-Fe films with different component ratios were obtained using sol-gel and selective reduction approaches. A comprehensive study of the composition, microstructure, as well as the textural, optical, catalytic and adsorption characteristics was carried out using XRD, Raman spectroscopy, HRTEM, AFM, N2 physisorption and UV–vis absorption spectroscopy. The films have a mesoporous structure with a high specific surface area (up to 239 m2/g) and narrow pore size distribution. Iron species in the films predominantly exist in the form of metal (α-Fe) nanoparticles and disordered Fe3O4. The most suitable sample for catalytic (H2O2 decomposition) and Cr(VI) adsorption applications is the composite F20 film due to a combination of its high textural characteristics, excellent catalytic, adsorption and magnetic properties. The Al2O3-Fe films can be easily separated from a liquid medium due to the rapid settling of large fragments or the possibility of magnetic separation.