A series of Pd/γ-Al2O3 catalysts with various Pd loadings was prepared via incipient-wetness impregnation method under different synthesis conditions. The structural and textural properties of the synthesized catalysts were characterized by XRD, N2 adsorption/desorption, TEM, H2-TPR, and SEM-MAPS; their catalytic performance in the elimination of polycyclic aromatic hydrocarbons (PAHs) in coal-fired flue gas by oxidation was investigated. The results revealed that the PAHs removal efficiency over various Pd-loaded catalysts fluctuates between 67.3% and 93.5%; the conversion of PAHs increases with the Pd loading in the catalyst. Moreover, a better oxidation activity of these catalysts is observed for the PAHs with higher ring-cycles; nevertheless, the removal rates based on the toxicity equivalence quantity (TEQ) for all PAHs are higher than 90%. The Pd/γ-Al2O3 with a Pd loading of 0.2% and calcined at 600°C exhibits the best catalytic performance for PAHs oxidation, with a removal rate of 93.5% at 300°C.