Pd-Based heterogeneous catalysts have been demonstrated to be efficient in numerous heterogeneous reactions. However, the effect of the support resulting in covalent metal-support interaction (CMSI) has not been researched sufficiently. In this work, a Lewis base is modulated over MgAl-LDH to investigate the support effects and it is further loaded with Pd clusters to research the metal-support interactions. MgAl-LDH with ultra-low Pd loading (0.0779%) shows CO conversion (55.0%) and dimethyl oxalate (DMO) selectivity (93.7%) for CO oxidative coupling to DMO, which was gradually deactivated after evaluation for 20 h. To promote the stability of Pd/MgAl-LDH, Zn2+ ions were introduced into the MgAl-LDH support to strengthen the CMSI by forming Pd-Zn bonds, which further increased the adsorption energy of the Pd clusters on ZnMgAl-LDH, and this was verified by X-ray absorption fine structure (XAFS) measurements and density functional theory (DFT) calculations. The stability of the Pd/ZnMgAl-LDH catalyst could be maintained for at least 100 h. This work highlights that covalent metal-support interactions can be strengthened by forming new metal-metal bonds, which could be extended to other systems for the stabilization of noble metals over supports.