We investigated the effect of oxide supports on the hydrogenation of furfural over Pd catalysts on various supports (Al2O3, SiO2, TiO2, CeO2, and ZrO2). Pd catalysts (5 wt%) prepared by chemical reduction on various supports. The dispersion and uniformity of Pd were affected by the properties of the support and by the nucleation and growth of Pd. The conversion of furfural was enhanced by greater Pd dispersion. The selectivity for cyclopentanone and tetrahydrofurfuryl alcohol was affected by physicochemical properties of Pd catalyst and reaction parameters. High Pd dispersion and high acidity of the catalyst led to greater C=C hydrogenation, thereby, generating more tetrahydrofurfuryl alcohol. The Pd/TiO2 catalyst showed the highest cyclopentanone yield than other catalysts. The Pd/TiO2 catalyst exhibited the >99% furfural conversion, 55.6% cyclopentanone selectivity, and 55.5% cyclopentanone yield under the optimal conditions; 20 bar of H2, at 170 °C for 4 h with 0.1 g of catalyst.