Abstract: γ-Al₂O₃ is an enormously important industrial material, especially used as catalysts, catalyst supports, and adsorbents due to its attractive structural, surface, and dielectric properties. Particularly, catalytic reduction of pollutants such as nitric oxide, as well as oxidation of hydrocarbons, is accomplished with precious metals such as platinum or palladium dispersed on the γ-Al₂O₃ surface. γ-Al₂O₃ loaded with precious metals has an excellent catalytic degradation ability of organic matter and is widely used to treat exhaust gas from stationary and mobile sources. High-temperature sintering is a major cause of catalyst deactivation. For example, at higher treatment temperatures (>800 ℃), γ-Al₂O₃ transforms into δ-Al₂O₃ and θ-Al₂O₃, decreasing in surface area and a change in dielectric properties. Additionally, in the reaction environment, supported metal nanoparticles grow in size, leading to the loss of catalyst activity. How to improve the anti-sintering performance of catalysts is a particular concern of this field. This review analyzes the reason and mechanism of the high-temperature sintering of γ-Al₂O₃ loaded with precious metal. A high temperature leads to Ostwald ripening and particle migration, coalescence of precious metals, and phase transformation of γ-Al₂O₃, reducing the specific surface area and activity of the catalyst. On this basis, the approaches for improving the high-temperature thermal stability of catalysts were reviewed and sorted out from three aspects, namely, precious metals, supports, and the interaction between them. First, the focus is on precious metal modification, carrier modification, and changing the interaction between them to improve thermal stability. Additionally, other methods, such as the confinement method and crystal plane control, are thoroughly examined and explained. These strategies provide new insights into catalyst design. Finally, the developmental trends of γ-Al₂O₃-based oxidation catalysts are broadly forecasted.