The phase composition of supported Mn–Al–O catalysts and their activity in the reaction of methane oxidation were studied depending on the composition of aluminum oxide supports (γ-Al2O3 with different χ-Al2O3 contents modified with individual Mg, La, and Ce oxides or Mg + La and Mg + Ce oxide mixtures) and calcination temperatures (500, 900, and 1300°C). It was found that the Mn–Al–O catalysts based on γ-alumina containing χ-Al2O3 and modified with Mg, La, or Ce additives are more active and thermally stable (up to 1300°C) than the samples based on pure γ-Al2O3. A conclusion was drawn that a higher degree of disorder of the structure of χ-Al2O3, compared to that of γ-Al2O3, is favorable for a deeper interaction of manganese and modifying additives with the support at the early stages of the synthesis and for the formation of Mn–Al compounds with complex composition (solid solutions and/or hexaaluminates) at 1300°C. These compounds are responsible for the stability and high activity of the catalysts in methane oxidation.