Magnesium (Mg)-modified mesoporous alumina with different type and content of Mg was prepared and then used as the support for platinum-tin catalyst in propane dehydrogenation. It was found that the property of Mg in Al2O3 varied with the way of the addition of Mg precursors. For the grafted Mg species, the connection between Al2O3 and Mg was increased by the forming of Mg-O-Al bonds in the inner surface of Al2O3 pore. While for the traditional impregnation, Mg was attached loosely to the outer Al2O3 surface by the aggregation of MgO. Moreover, modifying the internal framework of Al2O3 by suitable content of Mg can enhance the interaction between Sn and support, leading to more amounts of tin in their oxidized states, which was beneficial to enhance the interaction of Pt with SnOx species. As a result, agglomerations of metallic particles were suppressed and the catalyst exhibited the best catalytic performance in terms of activity and stability.