Here, tetrakis(hydroxymethyl)phosphonium chloride‐protected colloidal iridium nanoparticles were deposited by sol‐immobilisation on three different supports (CeO2, NiO and TiO2) and were investigated for the liquid‐phase direct hydrogenation (H2 atmosphere) and catalytic transfer hydrogenation – CTH (N2 atmosphere) of furfural to study the effect of the H donor. The occurrence of strong‐metal support interactions in 1 wt % Ir/CeO2 catalyst, as disclosed by XPS, was revealed to be responsible for the high activity observed in the direct hydrogenation (81 % conversion after 6 h) and for the unusual selectivity to 2‐methylfuran (70 %) under CTH conditions. On the other hand, Ir/NiO showed peculiar selectivity to tetrahydrofurfuryl alcohol in both H2 and N2 atmospheres (71 % and 70 %, respectively). The density functional theory calculations further showed that the unique selectivity of Ir/NiO may be ascribed to the adsorption properties of furfural on the support, which activates a dual‐site hydrogenation mechanism.