This work is focused on the deep catalytic oxidation of methane over supported palladium catalysts. The influences of the metal loading, oxidation state of palladium, nature of supports, presence of promoters in the supports (for zirconia-based supports), and thermal stability have been studied experimentally. Catalysts were prepared by incipient wetness of commercially available supports with aqueous solutions of palladium nitrate. For gamma-alumina support, it was observed that the optimal amount of palladium is between 0.5% and 2%, with higher amounts leading to a loss in specific activity. Concerning the oxidation state of the catalyst, it is concluded that for all the supports tested in the present work, a reduction of the catalyst is not needed, yielding the same conversion at steady state catalysts reduced and oxidised. The thermal stability of various supported catalysts were also studied, zirconia supports being the most active. These supports, specially Y-modified zirconia support, do not suffer appreciable deactivation below 500 degrees C.