A combination of three methods substitution, ion exchange, and impregnation was used to prepare the Cu-Zn/core shell Al-MCM-41 catalyst with various copper species. The roles of each preparation method and of Zn promoter in the nature of copper were studied by means of in situ Fourier transform infrared spectroscopy of CO and NO adsorption, diffuse reflectance ultraviolet-visible-near-infrared spectroscopy, X-ray photoelectron spectroscopy, and H-2 temperature-programmed reduction. The results suggested that the different preparation methods strongly affected the nature of copper species. The amount of Cu(I) species in reduced catalysts was promoted by the stabilization effect of Zn. In addition, Zn species also provide additional sites for the formation of nitrate and enhance the acidity of the catalysts.