The effect of Zr on the catalytic performance of Pd/γ-Al₂O₃ for the methane combustion was investigated. The results show that the addition of Zr can improve the activity and stability of Pd/γ-Al₂O₃ catalyst, which, based on the catalyst characterization (N₂ adsorption, XRD, CO-Chemisorption, XPS, CH₄-TPR and O₂-TPO), is ascribed to the interaction between Pd and Zr. The active phase of methane combustion over supported palladium catalyst is the Pd⁰/Pd²⁺ mixture. Zr addition inhibits Pd aggregation and enhances the redox properties of active phase Pd⁰/ Pd²⁺. H₂ reduction could effectively reduce the oxidation degree of Pd species and regenerate the active sites (Pd⁰/ Pd²⁺).