The thermal transformation of Cu(NO3)(2) and (Fe(NO3)(3) into a CuFe2O4 spinel structure in the confined space of SBA-15 has been investigated. Interestingly, we observed the new formation mechanism of CuFe2O4 in SBA-15 via isolated metal ions (Cu2+ and Fe3+) surrounded by oxygen atoms, which gradually transformed to CuO and ferrihydrite. The latter evolved to maghemite spinel ferrite and reacted with CuO to form CuFe2O4 as the final species. In contrast, in the nonconfined space where the spinel was produced via a sol-gel combustion method, the nanostructure of CuFe2O4 immediately formed during the sol-gel combustion process and its crystallinity was improved after calcination. This is the first report on probing-phase formation using high-temperature in situ X-ray absorption fine structure.