Partial oxidation of methane (POM) to synthesis gas was studied over Ru catalysts (1% (w/w)) supported on silica, alumina and ceria–zirconia. Catalyst samples were prepared by incipient wetness and characterized by BET area, XRD, ESEM–EDS, and TPR–TPO analyses. Ru on silica deactivated very fast, while Ru supported on alumina has good activity and selectivity. The mixture CeO2–ZrO2 led to low selectivity towards POM, with a higher selectivity towards complete combustion, common to all the catalysts at lower temperature. Both reduced and non-reduced catalysts were tested resulting in different behaviour in the same temperature range. We investigated the effect of different GHSVs, heating rates and also sequences of heating and cooling cycles. This allowed gaining insight into the sequence of reactions taking place in the reactor and revealed hysteresis for all reaction conditions. This can be explained through a cycling between Ru oxidation states on the surface.