Cut filler compositions, cigarette paper, cigarette filters, cigarettes, methods for making cigarettes and methods for smoking cigarettes are provided, which involve the use of nanoscale particle composite catalysts capable of acting as a catalyst for the conversion of carbon monoxide to carbon dioxide. The nanoscale composite catalyst comprises metal and/or metal oxide particles supported on nanoscale support particles. The nanoscale composite catalyst can be prepared by forming a mixture by combining nanoscale particles with a colloidal solution, a metal precursor solution with nanoscale particles, or a metal precursor solution with a colloidal solution, and then heat-treating the mixture.