The development of green and sustainable protocols for synthetic routes is a growing area of research in chemistry worldwide. The development of sustainable processes and products through innovative catalytic materials and technologies, that allow a better use of resources, is undoubtedly a very important issue facing research chemists today. Environmentally and economically advanced catalytic processes for selective alkane oxidations reactions, as is the case of cyclohexane oxidation, are now focused on catalysts’ stability and their reuse, intending to overcome the drawbacks posed by current homogeneous systems. The aim of this short review is to highlight recent contributions in heterogeneous catalysis regarding porous support materials to be applied to cyclohexane oxidation reaction. Different classes of porous materials are covered, from carbon nanomaterials to zeolites, mesoporous silicas, and metal organic frameworks. The role performed by the materials to be used as supports towards an enhancement of the activity/selectivity of the catalytic materials and the ability of recycling and reuse in consecutive catalytic cycles is highlighted.