To develop new catalysts based on carbon nanomaterials with supported metal oxide nanoparticles for oxidative transformations of sulfur compounds, a series of metal oxide nanoparticle-decorated carbon nanotubes (MOx/CNTs) were prepared by incipient wetness impregnation at a variation of the active metal type (M = Ce, Mo, Cu). The thermal decomposition of bulk and CNT supported metal precursors used in the preparation of MOx/CNTs was analyzed under inert atmosphere employing several thermoanalytical techniques (thermogravimetry, differential thermogravimetry and differential scanning calorimetry) coupled with mass spectrometry. The thermolysis parameters of the bulk and supported metal precursors were compared and the effect of CNT support on the decomposition pattern of compounds was elucidated. It was established that the decomposition of metal precursors supported on CNTs was started and completed at temperatures of 15‒25 and 25‒70 °C lower, respectively, compared with the bulk active metal precursor. The enhancement of CNT support stability against thermal degradation is observed in the following row of metal cations: Ce < Cu < Мо < pristine and metal anions of precursor: nitrate < chloride < sulfate. The optimal mode of thermal treatment of catalyst and appropriate active metal precursors were selected for advanced synthesis of nanosized MOx/CNT catalyst.