The formulation of rigid supersymmetric field theories on curved space leads to a number of results on their strongly-interacting regime, crucial from both the mathematical and physical point of view, starting from Witten's topological twist of four-dimensional Yang-Mills theory. At the same time, strongly-coupled field theories may also be studied holographically via the AdS/CFT correspondence. The aim of this thesis is to study aspects of the holographic dictionary for supersymmetric theories on curved manifolds. A key aspect of the correspondence is the renormalization of gravity observables, which is realized via holographic renormalization. If the dual boundary field theory is supersymmetric, it is natural to ask whether this scheme is compatible with the rigid supersymmetry at the curved boundary. The latter requires specific geometric structures, and general arguments imply that BPS observables, such as the partition function, are invariant under certain deformations of these structures. We may then formulate a precise check of the holographic dictionary by asking whether the dual holographic observables are similarly invariant, as the free energy of the gauge theory is identified with the holographically renormalized supergravity action. In the first part of the thesis, we consider this question in N = 4 gauged supergravity in four and five dimensions for the holographic dual to the topological twists of N = 4 gauge theories on Riemannian three-manifolds and N = 2 gauge theories on Riemannian four-manifolds. We show that the renormalized on-shell action is independent of the metric on the boundary four-manifold, as required for a topological theory. We then go further, analyzing the geometry of supersymmetric bulk solutions. This allows us to show that the gravitational free energy of any smooth filling vanishes in both AdS₄/CFT₃ and AdS₅/CFT₄. In the second part of the thesis, we study the same question in minimal N = 2 gauged supergravity in four and five dimensions. In four dimensions we show that holographic renormalization precisely reproduces the expected field theory results for the dependence of the partition function on the background. Surprisingly, in five dimensions we find that no choice of standard holographic counterterms is compatible with supersymmetry, which leads us to introduce novel finite boundary terms. For a class of solutions satisfying certain topological assumptions we provide some independent tests of these new boundary terms, in particular showing that they reproduce the expected VEVs of conserved charges. We also briefly comment on the relation between these terms and boundary supercurrent anomalies.