In recent years, Pd/CeO₂ materials have proven to be effective catalysts for the total oxidation of methane. In this work, three different synthesis routes were used to prepare high specific surface area supports, consisting of pure CeO₂ and 10 at% Pr‐doped ceria (Ce90Pr10). Nano‐structured spheres were obtained with a microwave‐assisted synthesis, dumbbell‐like particles were produced through a urea‐based hydrothermal method, and ordered mesoporous oxides were prepared by using SBA‐15 as hard‐template. The six materials were then impregnated with 2 wt% Pd, calcined at 500 °C, and comprehensively characterized. All the samples retained their high surface area after impregnation (75–110 m² g⁻¹), allowing a good dispersion of palladium. No significant structural or morphological differences were observed upon Pr doping, but a higher Pd oxidation state was induced by Pr‐doped supports. However, all Pd/CeO₂ and Pd/Ce90Pr10 catalysts exhibited similar activity for dry methane oxidation below 500 °C, regardless of the synthesis technique and of the Pr presence: they all achieved almost complete CH₄ oxidation at 400 °C, showing a really remarkable improvement with respect to analogous low surface area supports. A promoting role of Pr was instead noticed in wet conditions, thanks to its ability to counteract water‐induced deactivation phenomena.