An activated alumina formed body with a high bulk density and a large macro-pore volume is provided. The activated alumina formed body can be produced by a method comprising the steps of calcining a gibbsite-phase aluminum hydroxide having a median particle size of from about 10 m to about 35 m and a packed bulk density of from about 1.05 g/cm³ to about 1.3 g/cm³ to obtain an at least partially rehydratable alumina powder; forming the rehydratable alumina powder in the presence of water; maintaining the formed body in the presence of water to rehydrate the formed body; and calcining the rehydrated formed body to obtain an activated alumina formed body. The activated alumina formed body is usable as an adsorbent, a catalyst supporting precious metal or the like.