The catalytic gas-phase H2O2 oxidation of NO was achieved over Fe-based catalysts supported on montmorillonite K10, γ-alumina and ZSM-5. ESR tests illustrate that the three catalysts can catalyze decomposition of H2O2 yielding highly reactive hydroxyl radicals, of which Fe/K10 has the fastest rate, followed by Fe/γ-alumina. Fe3+ in Fe/K10 and Fe/γ-alumina show lower density of electron cloud due to a strong interaction between Fe3+ and the support, which benefits the electron transfer from the H2O2 to Fe3+, thus favoring the production of hydroxyl radicals. Fe species exist on the surface of Fe/K10 mainly in the form of Fe2O3, whereas Fe species of Fe/γ-alumina and Fe/ZSM-5 exist mainly in the form of Fe3O4, and it is found that Fe2O3 is more active than Fe3O4 in catalytic gas-phase H2O2 oxidation of NO. Interestingly, Fe/ZSM-5 has the lowest efficiency in generating hydroxyl radicals, its NO removal efficiency is 90%, which is much higher than 47.5% for Fe/γ-alumina and 62.3% for Fe/K10. In-situ IR results suggested that Fe/ZSM-5 are dual functional in oxidation of NO, that is, whether both Fe ion sites and Brønsted acid sites collectively provide the catalytic functionality. In the meantime, a possible reaction mechanism on catalytic gas-phase H2O2 oxidation of NO over Brønsted acid sites is proposed.