Nitric acid in various volume fraction (8%, 15%, 20%, and 68%) was used on the multi-wall carbon nanotubes (MWNTs) pre-treatment and then the formaldehyde reduction method was utilized for the preparation the Pd/MWNTs catalysts which were fully characterized by Boehm titration method, X-ray diffraction (XRD), infrared spectroscopy, scanning electron microscopy (SEM), and cyclic voltammetry(CV) techniques. The electrochemical degradation of 4-chlorophenol was investigated in a diaphragm electrolysis system using the Pd/MWNTs gas-diffusion cathode. The results indicated that the active organic function groups increased on the surface of the carbon nanotube pre-treated by using 68% nitric acid. Pd particles with an average size of 9.2 nm were highly dispersed in the carbon nanotube with an amorphous structure. Additionally, the Pd/MWNTs catalyst in Pd/MWNTs gas-diffusion electrode system accelerated the two-electron reduction of O2 to hydrogen peroxide (H2O2) when feeding air. The Pd/MWNTs gas-diffusion cathode can not only reductively dechlorinate 4-chlorophenols by feeding hydrogen gas, but also accelerate the two-electron reduction of O2 to H2O2 by feeding air. Therefore, the removal efficiency and the average removal efficiency of 4-chlorophenol in terms of total organic carbon (TOC) reached about 86.9% and 71.6% after 140 min electrolysis, respectively.