Cu-Zn loaded onto core-shell Al-MCM-41 with various copper and zinc species, prepared by a combination of three methods—substitution, ion exchange, and incipient wetness impregnation, was studied as a catalyst for NOx reduction via selective catalytic reduction with NH3 (NH3-SCR). The effects of Zn promoter on the acidity and the NOx adsorption properties of the catalysts were investigated by in situ Fourier transform infrared spectroscopy (FTIR) of NH3 and NOx adsorption, and temperature-programmed desorption (TPD) of NH3 and NOx. Meanwhile, the roles of Zn in the nature of Cu were studied by in situ FTIR of CO adsorption and H2 temperature-programmed reduction (H2-TPR). The catalytic results demonstrated that Cu-Zn/core-shell Al-MCM-41 exhibited higher catalytic activity compared to that of Cu/core-shell Al-MCM-41 for whole reaction time, as it could achieve a maximum NO conversion of 100% with an average NO conversion of 73%. It was found that the Zn introduction could promote a number of acid sites, enhance the NOx adsorption capacity by providing the additional sites for nitrates formation, and also hinder the reduction of Cu+ to Cu0, resulting in higher number of Cu+ sites in the reduced catalysts. All of which are beneficial for NH3-SCR reaction. However, the catalytic activity was clearly improved for Cu-ZnO/core-shell Al-MCM-41, in which Zn was loaded as ZnO instead of various Zn species. Cu-ZnO/core-shell Al-MCM-41 showed better catalytic performance with longer working reaction time, and achieved the average NO conversion of 77%.