The simultaneous adsorption capacity of SO2 and NO on the Al2O3@TiO2 core-shell structure adsorbent was improved by enhancing the oxidation performance of the materials. The effects of rare earth elements (La, Ce, and Y) modification, reaction temperature, and oxygen concentration on oxidation performance were studied. The results showed that rare earth elements modification could promote the oxidation performance of adsorbents, increase the specific surface area, and reduce the pore diameter of the adsorbents. The addition of rare earth elements was positive for reducing the competitive adsorption between SO2 and NO. The decrease of pore diameter would increase the resistance of NO and SO2 penetrating shell structure, which could enhance the oxidation and extend the adsorption time of NO and SO2 on the shell material. Also, the increase of oxidation performance could decrease the concentration of SO2 on the surface of the core material, because more SO2 was oxidized to SO3, and SO3 was more easily adsorbed on the shell material. The best reaction temperature was 100 degrees C, and the adsorption effect kept increasing with the increase of oxygen concentration until the oxygen concentration reached 5%, which led to a gentle increasing trend.