Cold gas dynamic spraying was used to obtain coatings based on γ-Al2O3 and Pd-CeO2/γ-Al2O3 catalyst on a stainless steel foil. The coatings were studied by thermal cycling, BET, SEM, TEM, and XPS methods. The textural and adhesion characteristics of the coatings were found to depend on the composition of initial alumina powders with metallic aluminum (weight ratios of the components were varied from 2:8 to 8:2). It was shown that a mixture containing 25% γ-Al2O3 and 75% Al provides the optimal properties of the coatings. The effect produced by a method of the active component introduction into the coating on the catalytic properties of samples was examined. A considerable advantage of Pd introduction by impregnation in the preliminarily sprayed γ-Al2O3 layer over the direct spraying of the finished catalytic composition on the foil was demonstrated.