Scalable and easily implementable sol‐gel approach for creating self‐supported sandwich‐like Al2O3/Fe2O3/Al2O3 films was proposed. A comprehensive study of the composition, microstructure, thermal, textural, catalytic, and adsorption properties were carried out. The possibility of varying the relative thickness of the layers allows to diversify functional properties of the materials. On the one hand, films with thick mesoporous alumina layers and a thin internal iron oxide layer behave as effective magnetically separable Cr(VI) adsorbents. On the other hand, thin thermally and chemically resistant mesoporous alumina layers, bounding the iron oxide layer, prevent degradation and deactivation of the catalytically active iron oxide sites in the catalysis process and provide full access of the reagents. The Al2O3/Fe2O3/Al2O3 films can be easily separated from a liquid medium due to rapid settling of large fragments and the possibility of magnetic separation. Thus, these films are convenient objects for various environmental applications.