This Review provides a summary of the use and the role of coordination complexes as precursors for the generation of heterogeneous catalysts for oxidation reactions of interest for fine chemical synthesis. Specific attention is paid to the comprehension of phenomena explaining the formation of active sites in heterogeneous catalysts. Different families of coordination precursors are considered. For each example, a brief critical description of the synthesis, characterization, and catalytic performance is reported. Special attention is paid to the chemical environment of the first coordination sphere of the active metal centre. The catalysts obtained by heterogenization, grafting, or anchoring of homogeneous catalysts can therefore exhibit enhanced catalytic performance by merging advantages of both homogeneous and heterogeneous systems. The deposition of coordination complexes over a preformed support is indeed a conceptually versatile strategy to design novel catalysts with tuned and controlled properties.