Co- and Al-modified zeolites (Al–Co–ZSM-5) were prepared by solid-state ion exchange with cobalt acetate or chloride, followed by AlCl₃ immobilization from anhydrous toluene solution. Based on data from XRD, X-ray absorption (XANES/EXAFS), X-ray photoelectron spectroscopy and DRIFT spectral studies of adsorbed probe molecules (carbon monoxide, ethane), a new cobalt electronic state, bonded with surface aluminum atoms through oxygen and chlorine atoms, arises on the surface of Al–Co–ZSM-5. A new band at 2192 cm⁻¹ appears in the DRIFT spectrum, shifted to lower frequencies compared to CO complexes with isolated Co²⁺ cations (2205 cm⁻¹). Spectral data of the ethane adsorption (new strong bands in the range of 2740–2770 cm⁻¹) prove the existence of specific centers of alkane activation on coordinately unsaturated cobalt cations, resulting in the interaction with aluminum chloride.