In order to study the catalytic activity in the preparation of fuel gases from catalytic pyrolysis of coal, the author selects NixOy/γ-Al2O3、CrxOy/γ-Al2O3，AgxOy/γ-Al2O3 and CoxOy/γ-Al2O3, respectively as the metal oxide supported catalysts from the previous experiment’s results. These catalysts have been added to Shenhua coal for a series of experiments. After these experiments, GC (gas chromatography) has been used for the analysis on the yield changes of CO and CH4 which result from the experiments. The results show that all of these catalysts have a positive influence on the yield of CO and CH4. As to the yield of CO, catalytic activity of CrxOy/γ-Al2O3 represents the most prominent performance at medium temperature period and CoxOy/γ-Al2O3 represents the same performance at high temperature period, while NixOy/γ-Al2O3, in which a great number of aluminum acid nickel spinels are reduced into metallic Ni at high temperature period, which results in different catalytic activity center from raw metallic Ni reduced from NiO. Consequently, the former reduced Ni shows outstanding catalytic activity. As to the yield of CH4, four catalysts mentioned above represent either the similar catalytic activity with CO or the individual characteristic —on one hand ,due to the strong adsorption of AgO and CrO3, CH4 gas is changed into H2 via pyrolysis at medium temperature as the yield of CH4 slumps ,on the other hand, due to an enormous amount of H2 production ,there is a drastically chemical reaction between H2 and these catalysts at high temperature, in which the yield of CH4 upswings toward the maximum amount greatly at the same time. Therefore, CrxOy/γ-Al2O3, AgxOy/γ-Al2O3 and CoxOy/γ-Al2O3 are more efficient at medium temperature and high temperature respectively. However, NixOy/γ-Al2O3 demonstrates the positive influence only from 800°Con. All of these results depend on the essence of catalysts to some extent. The study would have some theoretical guidance about increasing the utilization of coal and about industrial application of fuel gases generated from catalytic pyrolysis of coal.