The feasibility and mechanism of five molecular sieves-supported palladium catalysts in elimination of benzene, toluene, and ethyl acetate were investigated. The experimental results indicate that Pd particles are well dispersed on these porous supports with size of 2-10 nm, while mesoporous supports with a larger specific surface area and pore diameter lead to a better dispersion. The activity of freshly made catalysts obeys the following order: Pd/Beta > Pd/ZSM-5 > Pd/SBA-15 > Pd/MCM-48 > Pd/MCM-41. Although Pd/Beta has the highest activity for removal of these VOCs in the beginning, its activity quickly decreases. However, Pd/ZSM-5 and Pd/SBA-15 show a good stability, without activity loss in a 72 h test. Our research reveals that higher acidity can facilitate catalytic reaction and gives rise to higher activity, but it also enhances coke formation and decreases the catalyst stability. In addition, the porosity of supports has a certain impact on catalytic oxidation of VOCs.