Layered double oxides are widely employed in catalyzing the aldol condensation for producing biofuels, but its selectivity and stability need to be further improved. Herein, a novel MCM-41-supported Mg–Al-layered double oxide (LDO/MCM-41) was prepared via the in situ integration of a sol–gel process and coprecipitation, followed by calcination. This composite was first employed to catalyze the self-condensation of cyclopentanone for producing high-density cycloalkane precursors. LDO/MCM-41 possessed large specific surface area, uniform pore size distribution, abundant medium basic sites and Bronsted acid sites. Compared with the bulk LDO, LDO/MCM-41 exhibited a higher selectivity for C10 and C15 oxygenates at 150 °C (93.4% vs. 84.6%). The selectivity for C15 was especially enhanced on LDO/MCM-41, which was three times greater than that on LDO. The stability test showed that naked LDO with stronger basic strength had a rapid initial activity, while it suffered an obvious deactivation due to its poor carbon balance. LDO/MCM-41 with lower basic strength had an enhanced stability even with a lower initial activity. Under the optimum conditions (50% LDO loading, 170 °C, 7 h), the cyclopentanone conversion on LDO/MCM-41 reached 77.8%, with a 60% yield of C10 and 15.2% yield of C15.