Metal-organic frameworks (MOFs) are porous materials with highly ordered structures, and find application in various fields such as gas transportation and catalysis. In the present study, Al-based MOFs (MIL-96(Al)) were chosen as supports for alpha-MnO2 because of their large specific surface area, excellent thermal stability, and environmental friendliness. Different loadings of alpha-MnO2 (5%, 10%, and 15%) were anchored to MIL-96(Al) via a one-step process of hydrothermal synthesis, and all the samples were characterized by XRD, ICP-AES, SEM, TEM, and XPS. The results show positive synergistic effects between the reactants and the support. Structurally, alpha-MnO2 is evenly dispersed on the surface of MIL-96(Al). Unlike common supports such as Al2O3 and SiO2, MIL-96(Al) is not static during the process of loading. The reactant KMnO4 modifies the surface of the support by destroying its organic ligands and forming erosion-induced holes, which help improve the dispersion of alpha-MnO2. In terms of mercury removal, MIL-96(Al) exposes more active sites of alpha-MnO2 by even dispersion of the latter, further enhancing the chemical adsorption and catalytic oxidation of alpha-MnO2. The mercury removal efficiency of the sample MM-15 is 1.55 times that of pure alpha-MnO2. XPS analysis was performed to determine the mechanism of Hg-0 removal by alpha-MnO2-MIL-96(Al), and the capture agent was determined to be a combination of chemical adsorbent and catalyst. The Hg-0 is oxidized to HgO by alpha-MnO2-MIL-96(Al), while Mn4+ is reduced to Mn3+, and alpha-MnO2 can also catalyze the reaction between O-2 and Hg-0. We believe that our research can introduce new avenues for effective understanding of the removal of heavy metals that threaten human health.