Nanocrystalline Fe/Al2O3 and Fe/Ce-Al2O3 catalysts have been synthesized by using one-step flame spray pyrolysis technique (FSP). For comparison purposes, the similar catalysts were also prepared by the conventional impregnation method. The FSP-made Fe/Al2O3 and Fe/Ce-Al2O3 with 3 and 5 wt % Ce exhibited the crystal structure mainly of FeAl2O4 spinel phase and small trace of alumina without the presence of other phases such as iron oxide or cerium oxide phases. However, addition of 7 wt % Ce, the additional peaks of both CeO2 and Fe2O3 were observed. The XPS and TPR results suggest the presence of Fe2O3 cluster on the FSP-made catalyst surface. The catalytic performance of the FSP-made catalysts in terms of both CO2 reaction rate and selectivity to hydrocarbon were much better than those prepared by impregnation method. Addition of Ce also promoted the CO2 hydrogenation rate and hydrocarbon selectivity. Improvement of catalytic properties of FSP-made catalysts was probably due to the high interaction of Fe and Al2O3, which led to the high dispersion of Fe2O3 on catalyst surface. Addition of Ce promoted the formation of iron carbide, which was the active site for hydrocarbon formation, however, excessive amount of Ce doping could resulted in the coverage of the active sites, resulting in the decrease of catalytic performances.