Methods for the in situ formation of catalyst particles in cigarette paper are provided. A catalyst precursor, which can be incorporated into the cigarette papermaking process or can be combined with cigarette paper after formation of the paper, can be decomposed to form catalyst particles that are incorporated within the cigarette paper. Cigarette paper comprising the catalyst particles can be used to form a cigarette. During the smoking of a cigarette comprising the catalyst particles the amount of carbon monoxide in the mainstream smoke of the cigarette can be reduced.