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Abstract The ability to control phase structures and surface sites of ultrasmall alloy nanoparticles under reaction conditions is essential for preparing catalysts by design. This is, however, challenging due to limited understanding of the atomic‐scale phases and their correlation with the ensemble‐averaged structures and activities of catalysts during catalytic reactions. We reveal here a dynamic structural stability of alumina‐supported ultrasmall and equiatomic copper‐gold alloy nanoparticles under reaction conditions as a model system in the in situ/operando study. In situ atomic‐scale morphological tracking under oxygen reveals temperature‐dependent dynamic crystalline‐amorphous dual‐phase structures, showing dynamic stability over an elevated temperature range. This atomic‐scale dynamic phase stability coincides with a “conversion plateau” observed for carbon monoxide oxidation on the catalyst. It is substantiated by the stable lattice ordering/disordering structures and surface sites with oscillatory characteristics shown by operando ensemble‐average structural tracking of the catalyst during the oxidation reaction. The understanding of the atomic‐scale dynamic phase structures in correlation with the ensemble‐average dynamic ordering/disordering phase structures and surface sites provides fresh insights into the unique synergy of the supported alloy nanoparticles. This understanding has implications for the design and structural tuning of active and stable ultrasmall alloy catalysts under elevated temperatures.