The invention relates to a method for the catalytic reduction of NO.sub.x in an NO.sub.x containing gas using methane in the presence of a catalyst which comprises a palladium-containing zeolite. In this process one uses a zeolite based on rings of 12 oxygen atoms, wherein the zeolite also comprises scandium, yttrium, a lanthanide or a combination thereof. The invention also relates to the catalyst itself and the preparation thereof.