In heterogeneous catalysis, the strong interaction between metal and support can significantly modulate the electronic properties of the metals and play a crucial role in metal particle dispersion and morphology. Herein, a facile strategy was utilized to fabricate highly dispersive palladium catalysts supported on defective Al2O3−CeO2 for lean methane oxidation. Ceria was immobilized on the coordinatively unsaturated Al3+penta sites of γ‐alumina activated by pre‐reduction to fabricate hybrid‐oxide support (abbreviated as RAl2O3−CeO2), and then Pd precursor was uniformly deposited on the defective surface. Such a RAl2O3−CeO2 interface can effectively upgrade the dispersion of deposited palladium species and improve the concentration of reactive oxygen species owing to strong electronic interactions, invoking a superior catalytic activity for lean methane oxidation. After loading 1.0 wt% palladium, Pd/RAl2O3−CeO2 exhibited a 90 % methane conversion at 328 °C under the space velocity of 60,000 mL g−1 h−1, far lower than that of bare 1.0 wt% Pd/RAl2O3 (400 °C). In addition, Pd/RAl2O3−CeO2 catalyst showed an excellent hydrothermal stability under the harsh conditions (600 °C, water vapor)for 120 h without obvious deactivation. The reaction pathway of total methane combustion was elucidated by in situ DRIFTS. The crucial intermediate compositions (carbon oxygenates and carbonate)on Pd/RAl2O3−CeO2 surface are more readily oxidized into CO2 and H2O. This work provides an effective interface‐promoted strategy to develop efficient and durable palladium catalysts for many challenging reactions.