The stability and structure of several palladium aggregates deposited onto the undefective MgO(001) surface have been studied by classical molecular dynamics, MD, simulations at different temperatures. The MD simulations involve the simultaneous displacements of the similar to 1800 atoms used to simulate the substrate and the supported metal cluster. Pair potentials describing both the metal-metal and the metal-surface interactions have been derived from density functional theory embedded cluster model calculations. Two different initial scenarios have been designed so as to investigate the growth pattern of the metal onto the oxide. For the deposition of a 3D aggregate at different temperatures, the 3D character is retained but the initial shape is strongly modified, leading to a cluster with a truncated octahedron shape limited by low-index, low-energy faces, in accordance with experiment. A second limiting case is obtained when the initial configuration is a metallic monolayer arrangement. In this case, the monolayer structure is preserved at low temperatures and short simulation times, indicating that, far from the equilibrium conditions, formation of monolayers cannot be discarded, while at higher temperatures palladium deposit evolves to form 3D structures.