Spinel ferrite (NiFe2O4) supported on spherical Al2O3 was used to split CO2 based on chemical looping. The NiFe2O4/Al2O3 material, which had a macroporous core–shell structure, was obtained by pretreating the Al2O3 support at 1200 °C. It displays the highest redox capacity and the best reproducibility during the chemical looping amongst all the samples tested. However, the pretreatment of the Al2O3 support at other temperatures leads to structures that are unfavorable for the diffusion of CO2 and oxygen, which thus reduces the reactivity. N2 adsorption–desorption isotherms, XRD, field‐emission SEM, TEM, energy‐dispersive X‐ray spectroscopy, and X‐ray photoelectron spectroscopy were used to elucidate the formation of the macroporous core–shell structure and the other unfavorable structures. The initial structure, phase of the Al2O3 support, and the process of spinel formation in solid solutions influence the structural evolution of the NiFe2O4/Al2O3 materials significantly.