Pulsed laser ablation (PLA) in liquids is an effective high-energy method for the synthesis of functional nanomaterials. In the present work, a nanocomposite catalyst Pt/Al2O3(PLA) is prepared by mixing solutions of platinum and aluminium nanodispersions obtained by the PLA method in alcohol and water, respectively. After being dried out, the obtained nanocomposite is thermally treated in air at 400 °C and 550 °C. It is shown by X-ray photoelectron spectroscopy (XPS) and X-ray diffraction that platinum in the composition of the calcined samples stabilizes on the Al2O3 surface in the form of metal nanoparticles. The main crystal structure of η-Al2O3 is determined and impurity phases of Al(OH)3 hydroxide and metallic aluminium are revealed using X-ray powder diffraction (XRPD). The Pt/Al2O3 nanocomposite samples obtained by the PLA method are found to be highly prospective for the use in reactions of catalytic oxidation of CO and NH3. The Pt/Al2O3(PLA) nanocomposites are compared with the Pt/Al2O3 (IMP) catalyst synthesized by the method of solution chemistry. The Pt/Al2O3(IMP) sample containing highly dispersed platinum nanoparticles (1–2 nm) on the γ-Al2O3 surface has a lower T50 value (188 °C) in the reaction of CO oxidation that the PLA catalyst (T50 = 198 °C). At the same time, in the reaction of NH3 oxidation, the PLA catalyst is more active (T50 = 167 °C) than the IMP sample (T50 = 180 °C). The observed regularities are discussed in terms of the dispersion and the oxidation depth of platinum particles in the composition of Pt/Al2O3 catalysts.