A series of the Rh-containing samples supported on pure γ-Al2O3, La-doped γ-Al2O3, LaAl11O18 and LaAlO3 was prepared and characterized. Diffusion of Rh3+ ions from the surface of the support into its bulk causing the rapid deactivation of the catalyst in a model reaction of CO oxidation under the prompt thermal aging conditions was shown to be accelerated by a presence of lanthanum. The amount of rhodium disappeared from the surface during the high temperature treatment was estimated by a testing reaction of ethane hydrogenolysis and an electron paramagnetic resonance spectroscopy with spin probe. In order to characterize rhodium ions diffused into the bulk of the support at different calcination temperatures, the optical spectroscopic methods (diffuse reflectance UV–vis and photoluminescence spectroscopies) were applied. Rh3+ ions were shown to be applicable as a luminescence probe to follow the process of their bulk diffusion and localization within the matrix of the support, as well as for the structure identification of the La-containing sites responsible for the alumina thermal stabilization. The obtained data on luminescence of Rh3+ ions indicate that already at 800 °C the oxygen octahedrons corresponding to LaAl11O18 structure are being formed in the local coordination surroundings of isolated La ion in the 4%La2O3-Al2O3 support. It is important to notice that the structures of such kind can be formed in La-doped aluminas only. There are no octahedron positions with sufficient values of the crystal field for the formation of luminescence centers of Rh3+ ions in pure γ-Al2O3.