In the present work, a new technique to prepare alumina nanoparticles and nanofibers using a sol-gel method was proposed. A solution combustion method was applied to form a nanostructured catalytically active layer of CuO–Co3O4–CeO2 on the surface of the alumina. The uniform distribution and fine dispersion of active components provide the appropriate activity of the catalysts obtained in a model reaction of CO oxidation. The morphology of nanostructured alumina was found to affect the catalytic behaviour. Carbon monoxide conversion was observed at lower temperatures when alumina nanofibers were used as a catalyst support.