The research presented in this work explores two methods for synthesizing supported metal catalysts: wet impregnation method (IM) and sol–gel auto-combustion method (AC). These techniques were used to create a series of magnesium oxide (MgO)-based materials, including pure MgO and MgO-supported chromia catalysts, CrMgX, varying the weight percentage of chromium. The specific materials synthesized are unmodified MgO; MgO loaded with 1, 3, and 5 wt% CrO3 via impregnation; and counterparts prepared with the same loadings using Cr (NO3)3 via sol–gel auto-combustion method. After synthesis, various characterization techniques were utilized to analyze the samples comprehensively. These methods encompass FTIR, Raman spectroscopy, XRD, SEM, and BET surface area analysis. The investigation revealed a clear distinction between the two synthesis methods. While the impregnation method resulted in a greater degree of interaction between the metal oxides, the sol–gel auto-combustion approach yielded materials with superior textural and morphological properties. Significantly, the BET analysis demonstrated that all the MgO and CrMgX catalysts possessed high surface areas. In particular, the CrMg 3 (AC) catalysts synthesized via sol–gel auto-combustion exhibited an exceptional surface area of 72 m2 g−1, which is the highest value reported for such materials in the existing literature. This remarkable surface area directly translates to enhanced catalytic activity, making these materials strong contenders for various industrial applications. The research effectively highlights the potential of sol–gel auto-combustion as a method for producing catalysts with outstanding textural properties, a crucial factor for developing high-performance catalysts for industrial processes.