A hydrated alumina containing metal elements and the preparation method is provided. The alumina after being roasted contains 50-99 percent by weight of alumina and one species or a plurality of species of metal oxide selected from Cu, Fe, V, Cr, Mn, Zr, Zn, Co, Ti and Mo, wherein firstly, the content of the Cu, Fe, V, Cr, Mn and Zr is 0.5-50 percent; secondly, the content of the Zn, Co, Ti and Mo is 10- 50 percent. The catalyst adopting the hydrated alumina preparation provided by the present invention has higher heavy oil conversion capability and lower gasoline sulfur content.