The selective oxidation of cyclohexane to cyclohexanone and cyclohexanol has been investigated over Au/Al2O3 catalysts using molecular oxygen in a solvent-free system. The catalysts were prepared by a modified direct anionic exchange method and characterized by AAS, N-2 adsorption and TEM. The results showed that the catalytic performance of Au/Al2O3 is very high in terms of turnover frequency. Moreover, the nano-size effect of gold is also reported in the reaction.