In this work Pd (0.3 or 0.6 wt.%) was supported on both ZrxM1–xO2 (M = La, Y, Ce) and on mechanical mixtures of CeO2 and ZrO2. The synthesized catalysts were characterized by XRD, TPR, AAS and CO chemisorption and tested for the direct synthesis of hydrogen peroxide in a high pressure semibatch apparatus. The reactants conversion was limited in order to avoid mass-transfer limitations. No selectivity enhancers of any kind were used and the all the materials were halide free. Small metal particles were obtained (1–2.6 nm). Supports with smaller pore diameters leaded to larger Pd particles, which in turn were found to preferentially support the formation of the peroxide. Moreover, supports with higher reducibility favored the production of H2O2, probably due to an easier reduction of the active metal, essential to achieve high selectivity. Notwithstanding the absence of enhancers, the specific activity and selectivity recorded were very high.