Mesoporous silica-pillared clays (SPC) were prepared with C21H38ClN cationic surfactant as template and supported PdOx catalysts were prepared by impregnation method. The influence of addition of CeO2 on benzene combustion was evaluated. The samples were characterized by N2 adsorption–desorption, XRD, XPS, HRTEM and TPSR. Compared with the raw montmorillonite, the d001 value of SPC increased from 0.96 to 3.45 nm. Furthermore, the surface area was increased from 30 to 835 m2/g and the pore volume was increased from 0.11 to 1.30 cm3/g, respectively. The addition of CeO2 increased oxygen vacancies and improved the dispersion of PdOx on SPC, and the optimal addition of CeO2 was 10%. Therefore, of all the catalysts, 0.3%Pd/10%Ce/SPC could completely oxidize benzene at 280 °C, showing the highest catalytic activity. This catalyst showed high activity for benzene oxidation in wet conditions with or without Cl− displaying good durability, which should be related to the presence of Ce3+ on the surface of catalyst after reaction. The excellent pore structure of SPC, improved dispersion of PdOx and high concentration of Ce3+ on the catalyst surface were the key factors for the high catalytic activity of 0.3%Pd/10%Ce/SPC. Mesoporous silica-pillared clays (SPC) were synthesized and SPC supported CeO2 and PdO catalysts were prepared by impregnation method. The 0.3% Pd/10% Ce/SPC catalyst displayed the highest activity for benzene combustion.