A Co@Al-MCM-41 catalyst was directly synthesized from Co/SiO₂ catalyst. Various characterization results demonstrate that Co₃O₄ particles, from the Co/SiO₂ catalyst, were compatibly imbedded and firmly confined into the crystal of Al-MCM-41. The suitable cobalt particle size and acidity of zeolite achieved as high as 64.5% selectivity of gasoline in Fischer–Tropsch synthesis. Meanwhile, excellent stability was also confirmed.