It is established that simple color centers of the F ^+ and F type (anion vacancies with one or two electrons, respectively) in anion-deficient corundum (α-Al_2O_3–δ) crystals can be transformed into complex centers (including divacancy centers of the F _2 type) using a special thermo-optical treatment. A fine structure of the photoluminescence bands of complex centers of both the known and unknown natures was recorded in these crystals at helium temperatures in the near-IR range. A comparison with the photoluminescence bands in neutron-irradiated α-Al_2O_3 samples with the initial stoichiometric composition reveals their complete similarity, which indicates the possibility of nonradiative formation of complex centers in α-Al_2O_3.