Superconducting gap structure was probed in type-II Dirac semimetal PdTe$_2$ by measuring the London penetration depth using tunnel diode resonator technique. At low temperatures, the data for two samples are well described by weak coupling exponential fit yielding $\lambda(T=0)=230$~nm as the only fit parameter at a fixed $\Delta(0)/T_c\approx 1.76$, and the calculated superfluid density is consistent with a fully gapped superconducting state characterized by a single gap scale. Electrical resistivity measurements for in-plane and inter-plane current directions find very low and nearly temperature-independent normal- state anisotropy. The temperature dependence of resistivity is typical for conventional phonon scattering in metals. We compare these experimental results with expectations from a detailed theoretical symmetry analysis and reduce the number of possible superconducting pairing states in PdTe$_2$ to only three nodeless candidates: a regular, topologically trivial, $s$-wave pairing, and two distinct odd-parity triplet states that both can be topologically non-trivial depending on the microscopic interactions driving the superconducting instability.