Environmental catalytic processes are probably the best example for the application of structured catalysts based on activated open-cell metallic foams, and Pd/CeO2 based materials are one of the most active catalysts for different applications like three-way catalysts, methane combustion and water gas shift. Here, we report the one-step deposition of Pd and CeO2 on FeCrAlloy foams with very high pore densities (cell sizes equal to 580 and 1200 μm) by the electro-base generation method followed by calcination. The type of Pd and CeO2 species, the quality of the coating and the catalytic activity in the mass transfer limited CO oxidation as a model reaction were investigated. For comparison purposes, a CeO2 coating was also prepared. Reproducible and evenly distributed defective nano-CeO2 coatings containing PdxCe1−xO2−δ solid solution and Pd0 particles were electrodeposited in 500 s regardless of the foam pore size. The structure, morphology, and adhesion of the catalytic layer, as well as the Pd distribution, were almost constant after calcination at 550 °C, only some PdO segregated. The resulting structured catalysts showed high activity and stability after 48 h time-on-stream and different thermal cycles in CO oxidation even at high GHSV values (e.g. 4 × 106 h−1 referred to as the total foam disk volume). High volumetric mass transfer coefficients, widely outperforming those of conventional honeycomb monoliths, were obtained, especially for the small pore (580 μm) foam. The in situ formation of Pd0 nanoparticles and the homogeneous distribution and stability of the coating may contribute to the high catalytic performance, although these catalyst features depended on the position in the catalytic bed.