Temperature-regulated chemical vapour desorption was used for deposition of Fe2O3 nanoparticles on the surface of mesoporous Al2O3 and SiO2. The entire internal structure of mesoporous substrates, with a mean particle diameter of several hundred micrometres, was coated by Fe2O3 nanoparticles < 2-3 nm in lateral size. Although Fe2O3/Al2O3 had a smaller mean Fe2O3 particle size with superior dispersion of Fe2O3 nanoparticles, Fe2O3/SiO2 showed a higher CO2 evolution rate than Fe2O3/Al2O3. In combination with the results of acetaldehyde adsorption and desorption experiments, we suggest that acetaldehyde interacts more strongly with Al2O3 than SiO2. This can reduce the collision frequency of acetaldehyde with catalytically active Fe2O3 nanoparticles deposited on Al2O3, thereby reducing the total oxidation rate of acetaldehyde. We demonstrate that temperature regulated-chemical vapour deposition is a promising method for preparation of mesoporous substrate-based catalysts for efficient oxidation of volatile organic compounds with different mesoporous materials. Moreover, we show that interaction between supporting material surfaces and reactant molecules is a critical factor for determining activity in heterogeneous catalysis.