Composite supports CeO2-ZrO2-Al2O3 (CZA) and CeO2-ZrO2-Al2O3-La2O3 (CZALa) were prepared by co-precipitation method. Palladium catalysts were prepared by impregnation and their purification ability for CH4, CO and NOx in the mixture gas simulated the exhaust from natural gas vehicles (NGVs) operated under stoichiometric condition was investigated. The effect of La2O3 on the physicochemical properties of supports and catalysts was characterized by various techniques. The characterizations with X-ray diffraction (XRD) and Raman spectroscopy revealed that the doping of La2O3 restrained effectively the sintering of crystallite particles, maintained the crystallite particles in nanoscale and stabilized the crystal phase after calcination at 1000 ℃. The results of N2-adsorption, H2-temperature-programmed reduction (H2-TPR) and oxygen storage capacity (OSC) measurements indicated that La2O3 improved the textural properties, reducibility and OSC of composite supports. Activity testing results showed that the catalysts exhibit excellent activities for the simultaneous removal of methane, CO and NOx in the simulated exhaust gas. The catalysts supported on CZALa showed remarkable thermal stability and catalytic activity for the three pollutants, especially for NOx. The prepared palladium catalysts have high ability to remove NOx, CH4 and CO, and they can be used as excellent catalysts for the purification of exhaust from NGVs operated under stoichiometric condition. The catalysts reported in this work also have significant potential in industrial application because of their high performance and low cost.