Tetrahydrofuran and gamma-butyrolactone are prepared from at least one of maleic anhydride or succinic anhydride by catalytically hydrogenating vaporous maleic anhydride or vaporous succinic anhydride in the presence of hydrogen in contact with a catalyst comprising an essentially inert, at least partially porous support having an outer surface, and a catalytically active oxide material coating onto the outer surface of the support which strongly adheres to the support, wherein the catalytically active oxide material comprises the mixed oxides of copper, zinc and aluminum.