In this work, the adsorption of hydrogen, oxygen and hydroxyl on metallic thin films is studied through first-principles calculations. We explore how the structural and electronic properties of palladium, platinum and gold thin films change with respect to the type of substrate. As a major result we find that Pd/Au(111) and Pt/Au(111) thin films present enhanced adsorption properties for H, O and OH. This improvement is a result of the induced tensile strain on the film due to the misfit between the lattice parameters of the film and the substrate. For these systems, the tensile strain results in a shift of the d-band center position towards to the Fermi level, with implications for the enhancement of adsorption properties. Our results suggest that the location of the unadsorbed d-band center for Pd/Au(111), Pt/Au(111) and Au thin films is a good parameter to predict the reactivity between these surfaces and H, O and OH. However, when considering different numbers of atomic monolayers, changes in adsorption energy are observed and there is no correlation for Pd/Au(111) and Au/Pt(111) films. For Pd/Pt(111) and Pt/Pd(111) films the difference between lattice parameters is relatively small, and no correlation is found, since no considerable strain is induced. In addition, our results support that a compressive strain will always lead to weaker adsorption. We also observe that the work function is strongly affected by adsorption. In particular, H adsorption results in an expansion of the interlayer distance between the topmost layers of the film. Furthermore, after atomic insertion, the interlayer distance of Pd/Pt(111) films is similar to the interlayer distance for bulk PdH0.6, which indicates that these thin films can act as precursor states for hydride formation.