The aim of this work was to fabricate a new heterogeneous catalyst as zinc ferrite (ZF) supported on gamma-alumina (γ-Al2O3) for the conversion of cyclic ethers to the corresponding, more valuable lactones, using a solvent-free method and O2 as an oxidant. Hence, the ZF@γ-Al2O3 catalyst was prepared using a deposition–coprecipitation method, then characterized using TEM, SEM, EDS, TGA, FTIR, XRD, ICP, XPS, and BET surface area, and further applied for aerobic oxidation of cyclic ethers. The structural analysis indicated spherical, uniform ZF particles of 24 nm dispersed on the alumina support. Importantly, the incorporation of ZF into the support influenced its texture, i.e., the surface area and pore size were reduced while the pore diameter was increased. The product identification indicated lactone compound as the major product for saturated cyclic ether oxidation. For THF as a model reaction, it was found that the supported catalyst was 3.2 times more potent towards the oxidation of cyclic ethers than the unsupported one. Furthermore, the low reactivity of the six-membered ethers can be tackled by optimizing the oxidant pressure and the reaction time. In the case of unsaturated ethers, deep oxidation and polymerization reactions were competitive oxidations. Furthermore, it was found that the supported catalyst maintained good stability and catalytic activity, even after four cycles.