The dry reforming of methane reaction holds significant importance for the comprehensive utilization of CO2 and CH4, contributing to carbon neutrality. However, due to the high reaction temperatures, catalyst deactivation due to carbon deposition and sintering remains a challenge. In this study, a one-pot method was employed to improve the solvent evaporation self-assembly process for the preparation of Ni–MgAl2O4 catalysts. The impact of calcination temperature (600 °C, 800 °C, and 1000 °C) on the ordered mesoporous structure of the catalyst was investigated. Catalysts without an ordered mesoporous structure, such as Ni–MgAl2O4-1000, suffered deactivation due to carbon deposition caused by the large size of Ni grains, while Ni–MgAl2O4-600 deactivated due to sintering caused by the lack of confinement effect of the support on Ni. Conversely, Ni–MgAl2O4 catalysts with an ordered mesoporous structure exhibited confinement effects on Ni metal, resulting in excellent resistance to carbon deposition and sintering. Further investigation into the effect of different loading methods of Ni on methane dry reforming was conducted. A comparison was made between Ni–MgAl2O4 (800 °C) prepared by the one-pot method and Ni/MgAl2O4 (800 °C) prepared by the impregnation method. It was observed that Ni–MgAl2O4 catalysts, with Ni incorporated into the support, exhibited strong interaction between Ni and the support. During a 500-h long-term reaction, both CO2 and CH4 conversion rates remained at 90% for Ni–MgAl2O4 catalysts, with less carbon deposition and slower grain growth rate, demonstrating excellent reaction activity and stability. In contrast, the performance of Ni/MgAl2O4 catalysts gradually declined after 260 h. Ni–MgAl2O4 catalysts with ordered mesopores and strong interaction between Ni and the support displayed superior resistance to carbon deposition and sintering.