The homogeneous chemical composition ceria–zirconia–alumina (Ce–Zr–Al–Ox) nano-alloy were successfully synthesized by surfactant-assisted parallel flow co-precipitation method and applied as supports for low temperature CO oxidation. The experiment conditions were studied in detailed. At 0.92 wt% Pd loading, 30,000 ppm CO could be completely oxidized to CO2 at 30 °C at a WHSV of 4,380 ml g−1 h−1 over the Pd/Ce–Zr–Al–Ox (nCe:nZr = 3:1) catalyst. Pd/Ce–Zr–Al–Ox catalysts were systematical studied by mean of BET, XRD and TEM analysis. XRD characterization showed that zirconium element entered into cubic structure of ceria and leaded to structure distortion. Addition of aluminum increased specific surface area of ceria–zirconia solid solution substantially. The average pore diameter of Ce–Zr–Al–Ox support palladium catalysts were the key impact factor for CO oxidation. When the Pd/Ce–Zr–Al–Ox catalysts had highly dispersed palladium nanoparticles, large average pore diameter, suitable surface area and pore volume, the activity of CO oxidation was the best.