It is widely accepted that self-assembling nanostructure of metals with well-defined spatial order is one of the promising ways for engineering new materials. Recent years revealed substantial progress in fabricating metal nanoparticles on ultrathin oxide films due to their ordered surface. In this work, we present the results on the adsorption of Pd nanoparticles on the ultrathin Al₂O₃ films prepared on the Ni₃Al(111) substrate. The thermal stability of the Pd nanoparticles has been studied. The results showed that the Pd nanoparticles with size of about 4 nm are stable at 580 K, but aggregation of the Pd nanoparticles was found at 730 K.