Passive NOx adsorber (PNA) is one of the promising technologies for reducing NOx emissions from vehicles during cold start periods. Precious metals supported on metal oxide and zeolite have been extensively investigated as PNA materials. Hence, it is worthwhile to compare two typical PNA materials, Pd/CeO2 and Pd/SSZ-13, so as to understand the differences between them. The NOx adsorption/desorption experiments were carried out under varying NO/NO2 ratios, and the result indicated that the NOx adsorption/desorption mechanisms on Pd/CeO2 and Pd/SSZ-13 are completely different. Specifically, NO and NO2 were competitively adsorbed on Pd/SSZ-13, while the NO adsorption on Pd/CeO2 was promoted by NO2. This difference is attributed to different adsorption sites: NOx is adsorbed on the ceria surface in Pd/CeO2, whereas it is adsorbed on atomic Pd2+ sites in Pd/SSZ-13, according to DRIFTS spectra in this study. In addition, the effect of sulfur poisoning was investigated as well. Pd/SSZ-13 showed moderate sulfur tolerance, while Pd/CeO2 completely lost its PNA ability after sulfur aging.