In this work, Pd-SSZ-13 catalysts with 1.0 wt% Pd loading were studied as passive NOx adsorber (PNA) materials. A series of Pd-SSZ-13 catalysts were prepared by calcination of the initially prepared Pd-SSZ-13 under static air following different steps. It was found that, the interaction of PdOx nanoparticles and Pd(OH)2 with Brønsted acid sites can facilitate the migration of the Pd species from the external surface to inside the crystal and subsequent anchoring on ion-exchange sites during the thermal treatment. The results suggest that the thermal treatment could be a superior means for the preparation of Pd-SSZ-13 with highly dispersed Pd ions, because it causes less degradation of the zeolite framework. The NOx adsorption/desorption performance of various Pd-SSZ-13 catalysts in the presence of H2O and under the co-existence of CO and H2O were studied and compared.