Cobalt-doped ordered mesoporous alumina (Co-OMA-y) with intrinsic activity for methane combustion were synthesized through a sol-gel method. Results indicated that for Co-OMA-y and supported Pd/Co-OMA-y catalysts, the cobalt doping amount affected the surface concentration of Co2+ and active oxygen species, caused different catalytic activity. Pd/Co-OMA-6 presented abundant active oxygen species, which favored for stabilizing PdO phase, inducing its lower activation energy and higher activity. For Pd-Co bimetallic catalysts with same composition (6 wt.% Co, 0.5 wt.% Pd), different introducing methods of cobalt altered the microstructure, hence affecting the synergism of bimetals. For Pd/6CoDEG/OMA, the better reducibility of PdO made the reaction proceed through Mars-van-Krevelen mechanism, cobalt oxides contributed to the reoxidation of palladium species, meanwhile the optimal surface acidity and basicity benefited the methane adsorption, therefore invoking the excellent activity, long-term and hydrothermal stability. The catalytic performance was greatly improved after stability test due to the redistribution of active species.