Three CoMo supported catalysts with different supports, Al2O3, MgO and MgO-MgAl2O4, were prepared by a urea matrix combustion method. The physicochemical properties of the catalysts were characterized by N2 isothermal adsorption–desorption, powder X-ray diffraction (XRD) and temperature programmed reduction (TPR) techniques. The activity of these catalysts was evaluated in a fixed-bed high-pressure reactor using hydrodesulfurization of dibenzothiophene as a model reaction. The urea matrix combustion preparation method greatly favored the formation of highly dispersed Co- and Mo-oxo species on the support, which had significant influence on the hydrodesulfurization (HDS) activity. XRD analysis showed that MgO was more sensitive to the deposition of Co-O or Mo-O species than Al2O3 and MgAl2O4; the former might be potentially used as an indicator of the Co- and Mo-oxo species formation. Among these catalysts, CoMo/MgO-MgAl2O4 exhibited a high HDS activity.