Supported Pt nanoparticle catalysts were prepared by combing a chemical reduction method with an ultrasonic sonication loading method. Several techniques including transmission electron microscopy (TEM), nitrogen sorption technique and pyridine adsorption Fourier-transform infrared (Py-IR) were applied to characterize the physicochemical properties of these catalysts. The catalytic performance of catalysts was evaluated in the dehydrogenation of propane. The influence of the preparation method of Pt nanoparticles, the ratio of Polyvinyl Pyrrolidone (PVP) to Pt, loading method and different supports on the catalytic performance was investigated. PVP is useful for controlling the size of Pt nanoparticles and a PVP/Pt ratio of 15 is favorable to achieve a good catalytic performance. NaBH4 reduction is better than ethanol refluxing in preparing Pt nanoparticles. The ultrasonic sonication is effective to load the Pt nanoparticles onto the support channels. The mesoporous alumina proved to be a good catalyst support due to its high surface area and unique pore structure.