Pd nanoparticle-loaded carbon nanofiber composite (Pd/CNF) was prepared via electrospinning and following carbonization techniques. In this method, the synthesis of CNF and loading Pd nanoparticles were integrated into a simple one-step, and the CNF support did not suffer from any surface functionalization treatment and could keep the robust framework. The morphology and crystal structure of Pd/CNF were characterized by scanning electron microsopy (SEM), transmission electron microscopy (TEM), X-ray diffraction (XRD) and X-ray photoelectron spectroscopy (XPS). The results indicated that uniform Pd nanoparticles were firmly dispersed on or in CNF with face-centered cubic structure. The electrocatalytic activity of Pd/CNF toward methanol oxidation was measured by cyclic voltammetry (CV) and chronoamperometry. The electrochemical measurements revealed that Pd/CNF exhibited higher electrocatalytic activity and better stability than that of commercial Pd/C.