A method of producing an aluminium oxide supported catalyst for use in a Fischer-Tropsch synthesis reaction, which comprises: spray-drying a slurry of Gamma-alumina and a source of a spinel forming metal to form a solid precursor material; calcining the precursor material to form a modified support material including a metal aluminate spinel; impregnating the modified alumina support material with a source of cobalt; calcining the impregnated support material, and activating the catalyst.