In situ X-ray diffraction analysis was performed for several thermal treatment protocols for zirconia- and alumina-supported cobalt catalysts. Zirconia support was found to promote amorphous or poorly crystalline hexagonal metallic cobalt. At the same time, the direct reduction of nitrate precursor leads to weaker metal-support interactions than in the case of calcined catalysts and increases the quantity of amorphous or poorly crystalline hexagonal metallic cobalt, which are assumed to be the active phases in the Fischer-Tropsch synthesis. The airflow calcination yields crystallised Co3O4, which is more difficult to reduce. Moreover, reduction of crystallised Co3O4 promotes formation of cubic cobalt, which is less active than hexagonal cobalt in Fischer-Tropsch synthesis.