Catalytic combustion of methane is a promising technology to abate unburnt methane from the expanding natural gas industry, and the catalytic performance depends on the electronic structure of active sites. Herein, designated dopants (yttrium, magnesium, zinc, nickel, or tin) with different electron affinity were facilely incorporated into alumina supported palladium-cobalt catalysts (Pd/C-A) to realize the efficient methane combustion. The incorporation of dopants effectively tuned the microstructure, surface property and electronic state of catalysts, and their catalytic activity showed an inverted volcano trend with the increased electronegativity of dopants. The Mg dopant with a relatively low electronegativity provided additional electrons to participate in the Pd–Co interaction, which not only increased the ratio of active Pd4+ and Co2+ species, but also promoted the conversion of Pd↔PdOx and depressed the accumulation of –OH species. Consequently, the Mg doped catalyst presented a remarkably higher catalytic activity, stability and water-resistance than Pd/C-A. The proposed electron modification strategy can be further extended to rationally screen dopants and construct active sites for catalytic applications.