Several mixed oxides composed of Fe3O4, ZrO2, and Al2O3 with different molar ratios were synthesized through a direct and simple mechanochemical approach. Subsequently, their physicochemical properties were investigated using a wide range of techniques, including TEM (transmission electron microscopy), XPS (X-ray photoelectron spectroscopy), XRD (X-ray diffraction), and N2 adsorption/desorption, among others. These materials showed high surface areas and increased acidity compared to their respective counterparts. The catalytic activity of the synthesized materials was evaluated in the conversion of methyl levulinate (MEL) to γ-valerolactone (GVL) under microwave irradiation conditions, employing different alcohols as H-donor solvents (ethanol, 2-propanol, and 2-butanol). Due to their improved physicochemical properties originating from the ball-milling method, the as-synthesized materials (ZrFeOx 1:1, AlZrFeOx (5), and AlZrFeOx (10)) exhibited conversion rates of up to 99%, with complete selectivity for GVL after a relatively short reaction time of 30 min.