We communicate experimental results for the oxidation of methane by oxygen over alumina supported Pd and Pt monolith catalysts under transient conditions. Temperature programmed reaction (TPReaction) and reactant pulse-response (PR) experiments have been performed, using a continuous gas-flow reactor equipped with a downstream mass spectrometer for gas phase analysis. Special attention was paid to the influence of gas composition changes, i.e., O-2 and H-2 pulsing, respectively, on the methane conversion. For Pt/Al2O3 oxygen pulsing can significantly increase the methane conversion which can be even further improved by pulsing hydrogen instead. Such transient effects are not observed for the Pd/Al2O3 catalyst for which instead constantly lean conditions is beneficial. Our results suggest that under lean conditions Pd and Pt crystallites may undergo bulk- and partial (surface oxide formation) oxidation, respectively, which for Pd results in more active surfaces, while for Pt the activity is reduced. The latter seems to connect to a lowering of the ability to dissociate methane.