To reveal the metal oxide−support interactions in ZrO2-supported Fe oxide catalysts as a function of calcination temperature, 5 wt % Fe/ZrO2 was characterized by means of 57Fe Mössbauer spectroscopy, IR, XRD, and thermogravimetric analysis. The catalytic activity of Fe/ZrO2 was examined at 523 K for NO−CO reaction. It is shown that when Fe/ZrO2 is calcined below 573 K, small particles of hydrated Fe3+ oxyhydroxides (superparamagnetic at 297 K) are formed together with Fe3+ paramagnetic species ion-exchanged with the surface OH groups of ZrO2. In addition to the Fe3+ ion-exchanged species, Fe3+ oxide clusters and crystalline α-Fe2O3 particles are formed by successive dehydration of the oxyhydroxides on calcination at 973 K. When Fe/ZrO2 is calcined at 1073 or 1173 K, the Mössbauer spectroscopic results suggest the formation of Fe3+ cations trapped in surface vacant sites of ZrO2 at the expense of the Fe3+ oxide clusters. On the calcination at a higher temperature, crystalline α-Fe2O3 predominates with a small portion of the Fe3+ cations being in surface vacant sites. With 2 wt % Fe/ZrO2 prepared by a coprecipitation method and calcined at 1173−1373 K, Fe3+ cations dissolved in a ZrO2 lattice are formed in addition to a small amount of magnetically split component.