Mixed Ga–Zn oxynitrides were synthesized using coprecipitation, wet-precipitation, and solid-solution methods. The oxynitrides were used as supports for Rh nanoparticle catalysts in photocatalytic water splitting, CO oxidation, and H2 oxidation. Mixed Ga–Zn oxynitrides produced by wet precipitation and nitridation had good visible-light-absorption properties and high surface areas, so they were used to support uniformly sized poly(vinylpyrrolidone)-stabilized Rh nanoparticles. The nanoparticle size range was 2–9 nm. These catalysts had negligible activity in photocatalytic H2 production by water splitting with methanol as a sacrificial agent. Other mixed Ga–Zn oxynitrides were also inactive. A reference sample provided by Domen also showed very low activity. The influence of particle size on Rh-catalyzed oxidation of CO and H2 was investigated. For CO oxidation, the activities of small particles were higher for particles with higher Rh oxidation degrees. The opposite holds for H2 oxidation.