Bimetallic Au/Pd nanoparticles supported on a silica matrix were prepared by an ultrasonic technique. The samples heat-treated at 100, 200, 300 and 400 degrees C were examined with techniques of XRD (X-ray diffraction), TEM and XAS (X-ray absorption spectrometry) for studying correlation between their structure and the catalytic activity of hydrogenation of cyclohexene. Even after the heat treatment at 400 degrees C, the particles were smaller than 20 nm and well dispersed in the matrix without agglomeration nor sintering. Results of the XRD, TEM and XAS indicated that the as-prepared particles have a core/shell structure of Au/Pd and transform into a random alloy at 300 degrees C. The catalysis seemed to be deactivated by alloying.