In this work, nanostructured Ce_0.9Gd_0.1O_2-δ (GDC) and Ce_0.9Pr_0.1O_2-δ (PrDC) spheres previously obtained by microwave assisted hydrothermal homogeneous co-precipitation were impregnated with 1 wt% Pd by the incipient wetness impregnation by an aqueous Pd²⁺ solution. Their properties were characterized by synchrotron radiation X-ray diffraction (SR-XRD), X-ray absorption near-edge spectroscopy (XANES) and scanning and high resolution electron microscopy with X-ray spectroscopy. Spherical particles with average diameters around 200 nm were found to consist of crystallites of average size, 10 nm, with small particles of PdO finely dispersed over the sphere surface. In situ XRD and XANES experiments were carried out under reducing and oxidizing conditions in order to investigate the redox behaviour of these materials and to evaluate the effect of Pd loading on the oxidation state of Ce. All of the lanthanide-doped ceria (LnDC) supports were found to have a cubic crystal structure (Fm3m space group). An increase in lattice parameters was observed under reducing conditions which was attributed to the reduction of Ce⁴⁺ ions to the larger Ce³⁺ ions, and to the associated increase in oxygen vacancy (V_O) concentration. Addition of Pd to the LnDC spheres increased their Ce³⁺ content. Finally, catalytic tests for CH₄ combustion were performed on the LnDC and Pd/LnDC nanocatalysts. The best performance was observed in samples with 1 wt% Pd loading, which exhibited T₅₀ values (temperature at which 50% of CH₄ conversion was reached) close to 310 °C. These values are 220 °C and 260 °C lower than those obtained for nanostructured PrDC and GDC spheres alone, respectively.