Au was loaded (1 wt%) on a commercial MgO support by three different methods: double impregnation, liquid-phase reductive deposition and ultrasonication. Samples were characterised by adsorption of N2 at -96°C, temperature-programmed reduction, high-resolution transmission electron microscopy, energy-dispersive X-ray spectroscopy and X-ray diffraction. Upon loading with Au, MgO changed into Mg(OH)2 (the hydroxide was most likely formed by reaction with water, in which the gold precursor was dissolved). The size range for gold nanoparticles was 2-12 nm for the DIM method and 3-15 nm for LPRD and US. The average size of gold particles was 5.4 nm for DIM and larger than 6.5 for the other methods. CO oxidation was used as a test reaction to compare the catalytic activity. The best results were obtained with the DIM method, followed by LPRD and US. This can be explained in terms of the nanoparticle size, well known to determine the catalytic activity of gold catalysts.