The current study involved the preparation of a number of MnOx/Sep catalysts using the impregnation (MnOx/Sep-I), hydrothermal (MnOx/Sep-H), and precipitation (MnOx/Sep-P) methods. The MnOx/Sep catalysts that were produced were examined for their ability to catalytically oxidize formaldehyde (HCHO). Through the use of several technologies, including N2 adsorption–desorption, XRD, FTIR, TEM, H2-TPR, O2-TPD, CO2-TPD, and XPS, the function of MnOx in HCHO elimination was examined. The MnOx/Sep-H combination was shown to have superior catalytic activities, outstanding cycle stability, and long-term activity. It was also able to perform complete HCHO conversion at 85 °C with a high GHSV of 6000 mL/(g·h) and 50% humidity. Large specific surface area and pore size, a widely dispersed active component, a high percentage of Mn3+ species, and lattice oxygen concentration all suggested a potential reaction route for HCHO oxidation. This research produced a low-cost, highly effective catalyst for HCHO purification in indoor or industrial air environments.