TECHNOLOGY FOCUS - INORGANIC CHEMISTRY - Preferred Support: The weight ratio of aluminum to aluminum oxide is 1:9 to 8:2, preferably 2:8 to 6:4. The porosity of the support is 0.1-0.9, preferably 0.25-0.75. The volumes of micropores, mesopores and macropores are 5-20%, 30-50% and 40-65% respectively. The mechanical strength of the support is 70-250 kg/cm2. The layer of aluminum oxide has a thickness of 10-65% of the radius of the support particles.Preferred Method: The hydrothermal treatment is carried out in the presence of a catalytically active metal salt and a surfactant, preferably using an aluminum powder to which a nitrate salt solution of calcium or magnesium has been applied. The hydrothermal treatment, drying and calcination steps are carried out at 120-280, 100-200 and 500-850 degreesC respectively.Preferred Catalyst: The active component of the catalyst is a transition metal selected from platinum, nickel, molybdenum, cobalt, palladium, ruthenium, rhodium, lanthanum, calcium, magnesium, titanium and their alloys. The catalytic metal is applied to the support during the hydrothermal process by including calcium oxide, calcium nitrate, magnesium oxide, titanium dioxide, lanthanum(III) oxide, magnesium nitrate, titanium(IV) nitrate, lanthanum(III) nitrate or a combination of tantalum and nickel. The amount of active component is 0.1-40 parts by weight based on 100 parts by weight of the supported catalyst. EXAMPLE - Aluminum powder (7.41 g) was placed in a vessel and sealed. Water (180 ml) and the sealed vessel were added together into an autoclave and the autoclave was sealed. Then a hydrothermal treatment process was performed at 200 degreesC for 5 hours. The resulting AlOOH structure was removed from the vessel and dried at 120 degreesC for 4 hours. The dried material was placed in a heating furnace and calcined at 520 degreesC for 4 hours. A supported catalyst (Ru/Al/Al2O3) was prepared, comprising 2 wt.% ruthenium, by the incipient wetness method. Methane conversion using the supported catalyst was measured at 600-700 degreesC. The catalyst exhibited better activity than a comparative catalyst comprising Ru/Al2O3.