The results of our study of the sorption of the anionic dye methylene orange (MO) and hexavalent chromium oxy ions from aqueous solutions using mono-, bi-, and three-component systems Al2O3 (A), ZrO2 (Z), xAl2O3−ZrO2 (xAZ), and xAl2O3−[ZrYb]O2 (xAZYb) with different heat treatments after sol-gel synthesis are presented. The influence of the sorbent composition and heat treatment temperature of 180, 500, and 800°C on the extraction of sorbate anions was determined based on the parameters of sorption isotherms and adsorption kinetics at 25°C. The Henry constants of sorption of the methyl orange dye (L/m2) on the samples calcinated at 500°C decrease linearly with the increasing content of A. The xAZYb samples showed better dye and dichromate ion sorption characteristics than xAZ. The studied systems, which are precursors of alumina–zirconia ceramics, can be used in the adsorption removal of pollutant anions from the aquatic environment.