Various MOx–Al2O3 binary oxides catalysts (M: Fe, Ti, La, and Zr) with MOx molar percentage of 20% were prepared via three different synthetic approaches, i.e., hydrothermal synthesis, nanocasting and sol–gel methods. Characterizations by XRD and TEM showed the existence of nanosized rutile TiO2, tetragonal ZrO2, La2O3, γ-Fe2O3, α-Fe2O3 and γ-Al2O3 phases. 57Fe Mössbauer showed that either γ-Fe2O3 or α-Fe2O3 phases formation on alumina is likely over Fe sol–gel derived catalyst. All solids had elevated surface area and pore volumes, being well suited in mesoporous materials range. The results indicated that structure and texture of sol–gel derived solids resulted in solid solutions and/or nanoparticles dispersed on alumina compared to the other methods. Best performances in the oxidative dehydrogenation of ethylbenzene with CO2 were obtained over FeOx–Al2O3 and TiOx–Al2O3. The Fe-containing alumina had elevated ethylbenzene conversion whereas styrene selectivity was similar to their Ti-counterparts; however, coking resistance and thermal stability was higher over Fe-containing alumina obtained by sol–gel. This was attributed to the advantaged synergistic effect among γ-Fe2O3, α-Fe2O3 and γ-Al2O3 under reduction environments that resulted in stable FeAl2O4 formation during the reaction.