Supported zirconocene catalysts on a new support, MgO, were prepared and tested in ethylene polymerization. Three types of impregnation methods were employed to find an optimum supporting method for MgO. The direct impregnation of Cp2ZrCl2 on MgO showed low metal loading and polymerization activity, while the catalyst had a higher metal loading and polymerization activity when MgO was treated with methylaluminoxane (MAO) before supporting. Treatment of MgO with MAO during the supporting step invoked two types of catalytic sites, which was evidenced by the bimodal molecular weight distribution of the polymer products. MgO is considered to have potential as a support for metallocenes.