We have examined the adsorption of CO, NO, and H-2 on alpha-Al2O3(0001)-supported, Pd particles using temperature-programmed desorption (TPD) in order to determine the effect of particle size on the desorption rates. For vapor deposition of Pd at 295 K, one obtains layer-by-layer growth of the Pd film. The film coalesces into a relatively uniform distribution of particles above similar to 600 K, as shown by TEM, with the particle sizes depending on the metal coverage. TPD curves for CO from all particle sizes are very similar to curves reported for bulk metals, with a main desorption feature at similar to 490 K and a second peak at similar to 375 K; however, the relative amount of CO desorbing from the low-temperature feature, assigned to linear CO, increases significantly for very small particles (similar to 1.6 nm). For NO, more than half of the molecules desorb intact from large particles (> 5 nm), with the remainder forming N2O and N-2 at similar to 550 K and leaving adsorbed oxygen. The fraction of molecules which dissociate during TPD increases significantly for small particles and only N-2 is observed as a product above 600 K. For H-2 at 120 K, desorption occurs in two regions on large particles, between 250 and 400 K for surface hydrogen and at similar to 180 K for hydrogen from the bulk. The only significant difference on small particles is the absence of the 180 K state. These results are discussed in terms of their implications for Pd particle-size effects in catalysis.