The work mainly reported that CeO2-ZrO2-La2O3 mixed oxide was synthesized by deposition-precipitation method and used as support of Rh catalyst. The physicochemical properties of the resultant CeO2-ZrO2-La2O3 mixed oxides were characterized by X-ray powder diffraction (XRD), Vis-Raman, N-2 adsorption, transmission electron microscopy, temperature-programmed reduction, and oxygen storage capacity and the catalytic activities of Rh-loaded CeO2-ZrO2-La2O3 catalysts were evaluated by the reduction reaction of NO by CO. The combination of XRD and Raman results demonstrates that the resultant CeO2-ZrO2-La2O3 mixed oxides have a mixed phase comprised mainly of m-phase, c-phase, and t-phase. Compared with the counterpart prepared by co-precipitation method, Rh-loaded CeO2-ZrO2-La2O3 catalysts prepared by the deposition-precipitation method exhibited higher heat tolerance and better catalytic activity for the reduction of NO by CO as well as more uniform and discrete nanoparticles. The structural and textural characteristics caused by synthesis technique and the high dispersity of Rh on the materials are dominant contributors to the improvement of catalytic performance.