Abstract The CH4 combustion performance of a micro-thermoelectric gas sensor (TGS) with Pd–Al2O3 catalysts prepared using two different methods, impregnation and colloid mixing, has been investigated. Three crystal phases of Al2O3, α, θ, and γ, were used for the catalyst support; the Pd/θ-Al2O3 catalyst showed the best combustion performance. The Pd/θ-Al2O3 catalyst exhibited the best dispersion of Pd nanoparticles as analyzed by both a pulse adsorption technique and transmission electron microscopy. The effect of the catalyst thickness on the H2 and CH4 detection performance of the TGS using this Pd/θ-Al2O3 catalyst prepared using a colloid mixing method was investigated. It was found that the response voltage, ΔV, of the TGS to CH4 increased with increasing film thickness, but the ΔV to H2 decreased. The TGS with the Pd/θ-Al2O3 catalyst whose thickness was 35μm could detect as low as 1ppm of CH4 in air by the thermoelectric conversion of the combustor heat to an electrical voltage.