The properties of Co/Al2O3 catalysts prepared by the solid-state reaction between gibbsite and various cobalt salts such as cobalt acetate (CoAc), cobalt acetylacetonate, cobalt chloride, and cobalt nitrate (CoNT) were investigated in the hydrogenation of carbon dioxide at 270 °C and atmospheric pressure and characterized by N2 physisorption, X-ray diffraction, X-ray photoelectron spectroscopy, and H2-temperature programmed reduction. Compared to the catalyst prepared by conventional impregnation of aqueous solution of cobalt nitrate on alumina (CoNT-Imp), the solid-state catalysts (CoNT and CoAc) exhibited much higher activity in the CO2 hydrogenation with comparable CH4 and CO selectivity. Unlike the impregnation catalysts, in which most of the Co3O4 particles/clusters were located deep inside the pores of alumina, the solid-state reaction resulted in the dispersion of cobalt oxides mostly on the external surface of alumina. As a consequence, CO2 adsorption and dissociation to adsorbed CO and O (the initial steps in CO2 hydrogenation) were not limited by the slow diffusion of CO2 so high CO2 hydrogenation activity was obtained. As revealed by the XRD and H2-TPR results, the average crystallite size of Co3O4 and the metal-support interaction depended on the cobalt precursor used during the solid-state synthesis. Nevertheless, the solid-state reaction of gibbsite and cobalt chloride at 650 °C resulted in very poor CO2 hydrogenation activity due to the formation of inactive cobalt aluminate.