Ethylene polymerization was carried out by using the zirconocene catalysts supported on MCM-41 (or Al-MCM-41), which had a uniform hexagonal array of linear channels constructed with a honeycomb-like silica matrix, and about 40 Angstrom d-spacing. The zirconocene catalysts supported directly on silicious MCM-41 (Cp2ZrCl2/MCM-41) did not show any activity in ethylene polymerization. On the other hand, the activities of the zirconocene catalysts supported directly on Al-MCM-41 (Cp2ZrCl2/Al-MCM-41) were comparable to those of homogeneous zirconocenes, and much higher than the activities of those supported on Al-MCM-41 modified by methylaluminoxane (Cp2ZrC2,/MAO/Al-MCM-41). The Lewis acidity in Al-MCM-41 seemed to play an important role for anchoring the zirconocenes, such that lower value of Si/Al ratio resulted in higher catalytic activity. Modification with MAO must have reduced the role of acidity. The difference in the catalytic activity among the supported zirconocenes was discussed through the surface species models on the interaction between zirconocene and Lewis acids in Al-MCM-41.