A sol-gel autocombustion method was used to synthesize Al3+ ion-substituted cobalt ferrite CoAlxFe2−xO4 (x = 0–1.5). According to X-ray diffraction analysis (XRD), cobalt ferrite was in a single cubic phase after being calcined at 1000 °C for 3 h. Moreover, the lattice constant decreased with increase in aluminum substituents. When the sample was analyzed by Scanning Electron Microscopy (SEM), we found that uniformly sized, well-crystallized grains were distributed in the sample. Furthermore, we confirmed that Al3+ ion-substituted cobalt ferrite underwent a transition from ferrimagnetic to superparamagnetic behavior; the superparamagnetic behavior was completely correlated with the increase in Al3+ ion concentration at room temperature. All these findings were observed in Mössbauer spectra. For the cobalt ferrite CoAlxFe2−xO4, the coercivity and saturation magnetization decrease with an increase in aluminum content. When the annealing temperature of CoAl0.1Fe1.9O4 was steadily increased, the coercivity and saturation magnetization initially increased and then decreased.