To improve the stability of Pd-based catalysts at high temperatures, we herein report a novel strategy of first incorporating Pd to the lattice of three-dimensionally ordered macroporous La0.6Sr0.4MnO3 (3DOM LSMO) and then depositing Pd nanoparticles (NPs) on the surface of 3DOM LSMO directly by in-situ reducing 3DOM La0.6Sr0.4Mn1-xPdxO3 (3DOM LSMPdxO). Physicochemical properties of the materials were characterized by means of numerous techniques, and their catalytic activities were evaluated for the combustion of methane. Compared to the Pd-free sample, the doping of Pd was beneficial for improvement in catalytic activity, and the 3DOM LSMPd0.04O sample performed the best (T-50% = 458 degrees C and T-90% = 550 degrees C at a space velocity of 40,000 mL/(g h)). The in-situ reduction of the Pd-doped samples could generate the yPd/3DOM LSMO (y = 1.18-2.57 wt%) catalysts that exhibited good thermal stability and SO2-tolerant ability although their catalytic activities slightly decreased as compared to that prepared by the traditional impregnation method. The slight drop in activity of yPd/3DOM LSMO was due to the partial destroy of the LSMO perovskite after reduction at 500 degrees C. Among the Pd/3DOM LSMO samples, 1.18Pd/3DOM LSMO showed the best thermal stability and SO2-tolerant ability, which was attributed to the strong interaction between Pd NPs and 3DOM LSMO.