Abstract: Pd/Al₂O₃ catalysts modified by different amount of magnesium were fabricated for catalytic combustion of methane (CCM). After the introduction of different amount of magnesium, Al₂O₃, MgAl₂O₄-like mixed oxide and Mg(Al)O_x solid solution were formed. Owing to the formation of distinguished supports, the supported Pd species, i.e. metallic Pd, PdO_x and support-Pd oxide complex were formed, and they were quite different in relative content and Pd↔PdO transformation ability. It was found that PdO_x was active at low temperature, while metallic Pd particles and support-Pd oxide complex were active at high reaction temperature. The one with Mg/Al mole ratio of 1:3 was the most easily in Pd↔PdO transformation, demonstrating the best catalytic activity towards CCM reaction.