In the present work, the effect of several parameters involved in the preparation of PdCe-HMOR catalysts active for NOx selective catalytic reduction with methane (NOx CH4-SCR) was studied. Results show that the catalytic performance of Pd-HMOR is better when palladium is introduced by ion-exchange, namely at room temperature. It was also shown that Pd loading does not influence the formation of cerium species, namely surface Ce 4+ (CeO2) species and CeO2 species in interaction with Pd. However, when Ce is introduced before Pd, more surface CeO2 species are stabilized in the support and less CeO2 become in interaction with Pd, which results in a worse NOx CH4-SCR catalytic performance.