Pt–Rh/CeO₂/Al₂O₃ was successfully synthesized by the hydrothermal method, and its chemical and physical properties as well as its catalytic activity were evaluated. Pt–Rh/CeO₂/Al₂O₃ was also synthesized by the conventional impregnation method for purpose of comparison. Pt–Rh/CeO₂/Al₂O₃ synthesized by the hydrothermal method comprised hollow CeO₂ nanorods coated with nanoparticle arrays that served as selective supports for Pt and Rh on CeO₂ surfaces. Although the lights-off temperatures of NO and C₃H₆ were similar for Pt–Rh/CeO₂/Al₂O₃ catalysts synthesized by the two methods, moreover, Pt–Rh/CeO₂/Al₂O₃ synthesized by the hydrothermal method exhibited a lower lights-off CO temperature than that synthesized by the impregnation method. Pt–Rh/CeO₂/Al₂O₃ synthesized by the hydrothermal method also exhibited better catalytic activity, which was attributed to its better dispersion of Pt and Rh than that synthesized by the impregnation method.