In this study, two CeO2-ZrO2-Al2O3 composites with layered structure were prepared by sequential precipitation route (SP) and compared with that obtained from conventional coprecipitation method (CC). The structural, textural and redox properties of the Pd-supported three-way catalysts were investigated by X-ray diffraction, X-ray photoelectron spectroscopy (XPS), N-2 adsorption-desorption, CO chemical adsorption, H-2-temperature-programmed reduction and oxygen storage capacity (OSC). By adjusting the precipitation sequence of CZ and Al2O3 components, different combination styles of CZ and Al2O3 as well as different interaction between the two components are obtained, which consequently modifies the physicochemical properties, catalytic performance along with the thermal stability of the supported Pd/CeO2-ZrO2-Al2O3 catalysts. The catalysts derived from SP present comparable structural and textural thermal stability compared to that obtained from CC. From the aspects of XPS, TPR and OSC, more Ce3+ and improved redox properties are created by SP with respect to CC. In addition, the dispersion of palladium is enhanced due to the strongmetal-support interaction. The catalytic performance evaluation results reveal that SP method leads to the formation of three-way catalysts with advanced catalytic activities for C3H8, CO and NO conversions especially when CZ is enriched in the outer layer.