Nano-pellet α-Al2O3 was prepared using aluminum nitrate as precursor and urea as fuel by a fast method of solution combustion synthesis. The formation of the nano material was dependent on the molar ratio of fuel/oxidant, calcination temperature, and foreign metallic ions. The prerequisite conditions of the formation were a suitable fuel/oxidant molar ratio larger than two and calcination temperature higher than 673 K. Foreign ions, Ce4+ or Co2+, hindered this formation via promoting the generation of stable penta-coordinated Al3+ ions due to strong interaction with alumina, were revealed by 27Al NMR spectra. Such Al3+ ions were recognized as a critical intermediate state for the phase transformation of alumina and their presence deterred the transformation. The nano-pellet morphology of the product demonstrated a specific surface area of 69 m2/g, of which the external surface area occupied 59 m2/g. It was found that the supported cobalt acetate on such nano-pellets existed as nanoparticles attached to the external surface, evidenced by the TEM characterization. The prepared catalyst could efficiently catalyze the selective oxidation of cyclohexane under the reaction condition of pressure under 0.8 MPa, temperature at 373 K, and time for 4 hours. The conversion of the reaction achieved up to 7.9%; while the cyclohexanone selectivity was 42.7% and the cyclohexanone and cyclohexanol selectivity was 91.6%. This catalytic performance recommends the supported cobalt acetate on the inert nano-pellet a-Al2O3 as a promising catalyst for the selective oxidation of cyclohexane.