With the increase of requirements for industrial safety and environmental monitoring, ultra-sensitive methane detection technology based on the catalytic combustion principle has attracted widespread attention. Currently, traditional catalytic combustion gas sensors generally face challenges in balancing sensitivity, lower detection limits, power consumption, stability, and cost. In this study, a core-shell structured catalytic combustion sensor is innovatively fabricated using natural attapulgite as the support and loaded with palladium nanoparticles. A stepwise heat treatment and purification process using dilute hydrochloric acid effectively removes impurities and significantly increases the specific surface area of the attapulgite support from 99.13 m²/g to 135.21 m²/g, providing an ideal porous substrate for the uniform dispersion of palladium nanoparticles. Through a stepwise infiltration-coating and argon atmosphere heat treatment process, uniform loading of Pd on the support surface is successfully achieved. The relationship between load concentration and sensing performance is nonlinear, and the best performance is observed at a loading concentration of mass fraction 2.0%. Systematic testing demonstrates that the sensor exhibits outstanding sensing performance towards methane: at the optimal operating temperature of 320 ℃, its response to methane concentrations ranging from 200 ppm to 10000 ppm conforms to the Langmuir adsorption model (R² > 0.998). The theoretical maximum response value of the sensor is determined to be 73.03 mV. In the low-concentration range (200–1000 ppm), it shows excellent linearity (R² > 0.998), a sensitivity of 1.51 μV/ppm, and a limit of detection (LOD) lower than 5 ppm, which is significantly lower than the relevant safety standard thresholds. Furthermore, its response and recovery times (18.5 s and 41.5 s) exceed those of currently available commercial products. The sensor also demonstrates excellent performance in terms of repeatability (<9.3% decay over 75 cycles), long-term stability (only 1.87% signal attenuation after 30 days), consistency (resistance deviation ΔR < 0.8%), and resistance to ambient temperature and humidity interference (stable I/V curves at 10–45 ℃ and 60%–100% RH). Selectivity tests further confirm that the sensor shows negligible cross-response to common atmospheric components like O₂, N₂, and CO₂, while its response to homologues ethane and propane follows the trend expected from their carbon chain length and combustion heat, highlighting its high selectivity for methane and the alkane gas family. Theoretical analysis indicates that the intrinsic reaction follows the Eley-Rideal (E-R) mechanism. Gas chromatography analysis of the exhaust gas confirms CO₂ as a reaction product. By combining the Langmuir model fitting results, the reaction pathway involving gaseous CH₄ molecules and pre-adsorbed oxygen species on the Pd surface is clarified. Owing to the significant advantages of the fabricated sensor in terms of sensitivity, stability, selectivity, and anti-interference capability, it shows great application potential in fields such as industrial safety monitoring, smart home gas alarms, and environmental methane source tracking.