Commercial CaO was modified simply with benzyl bromide. The modified CaO had good water resistance, and characterization by FTIR and TG revealed the modifier was chemically bonded to the CaO surface. Commercial CaO and CaO modified with benzyl bromide were investigated as catalysts for the Henry reaction between benzaldehyde and nitromethane. It was found that the catalytic activity of the modified CaO was greatly improved, with high conversion of benzaldehyde to the (E)-phenyl nitroolefin and 1-phenyl-2-nitroethanol, and with different selectivity from commercial CaO. The effect of modification and reaction conditions on yield, selectivity, and mechanism were studied thoroughly.