Supported catalysts Al2O3/Cp2ZrX2 and Al2O3(F)/Cp2ZrX2 (X = Me, Cl) for the ethylene polymerization were synthesized by anchoring zirconocene on alumina and alumina, modified with 1–7 wt% fluorine (Al2O3(F)). The study revealed that Al2O3(F)/Cp2ZrMe2 catalysts are active in ethylene polymerization in the absence of organoaluminum cocatalyst, whereas Al2O3(F)/Cp2ZrCl2 catalysts are active in the presence of triisobutylaluminum as a co-catalyst. The metallocene complex was strongly anchored on the support. Active component leaching was not observed during polymerization. The acid–base properties of Al2O3(F) were studied by IR spectroscopy of adsorbed probe molecules: CO, pyridine and CDCl3. A maximum activity of the catalysts was observed in the case of the Al2O3(5%F) support, containing Lewis acid sites with absorption bands (νCO) at 2210–2215 cm−1, Brønsted acid sites with a proton affinity (PA) of 1190 kJ/mol, and weak basic sites with PA 850 and 795 kJ/mol. “Cationic-like” complexes formed on the Lewis acid sites with absorption bands at 2180−2200 cm−1 are inactive at ethylene polymerization.