A method is described for preparing a sorbent precursor comprising the steps of: (i) forming agglomerates comprising a particulate support material, (ii) coating the agglomerates with a coating mixture powder comprising a particulate sulphidable copper compound and a particulate calcined, rehydratable alumina to form a coated agglomerate, and (iii) drying the coated agglomerate to form a dried sorbent precursor. The sorbent precursor may be sulphided and used to remove heavy metals such as mercury from fluid streams.