In the present work, a novel approach has been made to prepare a new catalyst for Fenton-type degradation of dye. In the first step alumina is modified with sodium dodecyl sulfate (an anionic surfactant). Under suitable conditions the surfactant forms bilayer (admicelle) on alumina surface. The surfactant-modified alumina (SMA) can adsorb metal ions such as Co(II), Fe(II), Cu(II), Mn(II) and Ni(II) on its surface. Among all the metal ions Co (II) shows the best catalytic activity when supported on SMA. The newly formed catalyst is named as Co-SMA. In this report, we described the degradation of methyl orange (MO) under heterogeneous photo-Fenton condition by application of Co-SMA as the catalyst and in the presence of H2O2 and visible light. Effect of various independent variables such as dose of catalyst, initial concentration of the dye, H2O2 concentration, intensity of visible light, pH have been studied. The process parameters were optimized by response surface methodology (RSM) approach. Under the optimum conditions of 30 mg/L MO, 29.92 g/L Co-SMA, 37.9mM H2O2 and pH 4.31, the maximum response for MO decolorization efficiency was 94.79%.