This work describes a new technique, sol-pyrolysis method, for depositing CuO–CeO₂on FeCrAl honeycomb supports. The monolithic catalysts prepared by the method presented good adhesion stability in ultrasonic and thermal shock tests. The principle of the deposition and the role of the support were studied and analyzed by SEM, XRD, TG-DTA, TPR and XPS techniques. The results showed that the active components adhered to the support via three stages. High surface energy of the crystal nuclei and the interaction between the active components and the support promoted adhesion stability. Moreover, the presence of the support influenced distribution and interaction of the active components, but had no obvious effect on catalytic performance. The CuO–CeO₂/Al₂O₃/FeCrAl monolithic catalysts were applied for the preferential oxidation of carbon monoxide in rich-hydrogen gases and revealed high activity and good selectivity under the presence of 15%CO₂ and 10%H₂O.