γ-Al2O3 loaded with precious metals has excellent catalytic degradation ability of organic matter, and is widely used to treat exhaust gas from stationary and mobile sources. High temperature sintering is one of the important factors leading to catalyst deactivation. The issue, improving anti-sintering performance of catalysts, is a particular concern of this field. This review analyzes the reason and mechanism of high temperature sintering of γ-Al2O3 loaded with precious metal. The analysis shows that high temperature leads to Ostwald ripening and particle migration, coalescence of precious metals, and phase transformation of γ-Al2O3 reduce the specific surface area and activity of the catalyst. On this basis, the methods used to improve the high-temperature thermal stability of catalysts were reviewed and sorted out from three aspects, which are precious metals, supports and the interaction between them. First, focusing on precious metals modification, carrier modification and changing the interaction between them to improve its thermal stability. In addition, other methods, such as confinement method, crystal plane control, etc., are thoroughly examined or explained. These strategies provide new insights for catalysts’ design. Finally, the developmental trends of γ-Al2O3-based oxidation catalysts is broadly forecasted.