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The nature of the support can fundamentally affect the function of a heterogeneous catalyst. For the novel type of isolated metal atom catalysts, sometimes referred to as single‐atom catalysts, systematic correlations are still rare. Here, we report a general finding that Pd on nitride supports (non‐metal and metal nitride) features a higher oxidation state compared to that on oxide supports (non‐metal and metal oxide). Through thorough oxidation state investigations by X‐ray absorption spectroscopy (XAS), X‐ray photoelectron spectroscopy (XPS), CO‐DRIFTS, and density functional theory (DFT) coupled with Bader charge analysis, it is found that Pd atoms prefer to interact with surface hydroxyl group to form a Pd(OH)x species on oxide supports, while on nitride supports, Pd atoms incorporate into the surface structure in the form of Pd−N bonds. Moreover, a correlation was built between the formal oxidation state and computational Bader charge, based on the periodic trend in electronegativity.