The methane combustion mechanism was investigated by means of pulsed reaction experiments using a reaction mixture labeled with O-18(2). The catalysts employed were pure PdO, zirconia and ceria-zirconia-supported PdO particles fully oxidized with O-16. Complementary continuous flow temperature programmed reaction experiments were also used. Our results confirmed the redox combustion mechanism. Exchange of oxygen from the bulk and from the support with the surface can be faster than from gas phase. This implies steady-state bulk vacancies for conditions where exchange with the bulk is fast. An important observation is that surface hydroxyls resulting from methane oxidation impede surface reoxidation, leading to a certain degree of catalyst deprivation of oxygen and formation of bulk oxygen vacancies. This can be responsible for the lower temperature of thermal reduction for pure PdO as compared to supported PdO particles. For the supported catalyst, oxygen vacancies in the PdO phase are refilled with oxygen from the support, consistent with the larger amounts of O-16 observed in the reaction products resulting from PdO on zirconia. This oxygen transfer may be responsible for the lower thermal decomposition rate of PdO particles supported on ceria-zirconia.