In this work, catalysts based on palladium supported on alumina and zirconia were prepared by wet impregnation method and calcined at 600 degrees C and 1000 degrees C. All the samples were characterized by surface area measurements (BET), X-ray diffraction (XRD), X-ray photoelectronic spectroscopy (XPS), and temperature desorption of oxygen (O-2-TPD), and were tested in the combustion of methane using temperature-programmed surface reaction (TPSR). The results indicated that alumina supported catalysts calcined at 600 degrees C were slightly more active than zirconia supported catalysts, but after heat treatment at 1000 degrees C, palladium catalyst supported on zirconia presented better performance above 500 degrees C. The O-2-TPD pattern of temperature between the range of stability of PdOx species and activity was observed, where a better PdOx stability was associated with more active catalysts. The aim of this study is to understand the behavior of the Pd catalysts in the combustion of methane by analyzing the effect of the support (alumina or zirconia) and of the heat treatment (600 degrees C or 1000 degrees C) using a simple experimental approach.