The NOx storage catalyst Pt/BaAl2O4–Al2O3 was prepared by a coprecipitation–impregnation method. For fresh sample, the barium mainly exists as the BaAl2O4 phase except for some BaCO3 phase. The BaAl2O4 phase is the primary NOx storage phase of the sample. EXAFS and TPD were used for investigating the mechanism of NOx storage. It is found that two kinds of Pt sites are likely to operate. Site 1 is responsible for NO chemisorption and site 2 for oxidizing NO to nitrates and nitrites. When NO adsorbs on the sample below 200℃, it mainly chemisorbs in the form of molecular states. Such adsorption results in an increase of the coordination magnitude of Pt–O, and a decrease of that of Pt–Pt and Pt–Cl. The coordination distance of Pt–Pt, Pt–Cl and Pt–O also increases. When the adsorption occurs above 200℃, NO can be easily oxidized by O2, and stored as nitrites or nitrates at the basic BaAl2O4. Site 2 is regenerated quickly. A high adsorption temperature is favorable for nitrate formation.