A series of Ce-Fe-Zr-O(x)/MgO (x denotes the mass fraction of Ce-Fe-Zr-O, x=10%, 15%, 20%, 25%, 30%) complex oxide oxygen carriers for selective oxidation of methane to synthesis gas were prepared by the co-precipitation method. The catalysts were characterized by means of X-ray diffraction (XRD) and H-2-TPR. The XRD measurements showed that MgFeO4 particles were formed and Fe2O3 particles well dispersed on the oxygen carriers. The reactions between methane diluted by argon (10% CH4) and oxygen carriers were investigated. Suitable content of CeO2/Fe2O3/ZrO2 mixed oxides could promote the reaction between methane and oxygen carriers. There are mainly two kinds of oxygen of carriers: surface lattice oxygen which had higher activity but lower selectivity, and bulk lattice oxygen which had lower activity but higher selectivity. Among all the catalysts, Ce-Fe-Zr-O(20%)/MgO exhibited the best catalytic performance. The conversion of the methane was above 56%, and the selectivity of the H-2 and CO were both above 93%, the ratio of H-2/CO was stable and approached to 2 for a long time.