Metal−support interaction enhancement is critical in the fuel cell catalyst design and fabrication. Herein, taking the Pd@CeO 2 system as an example, we revealed the substrate morphology coupling effect and the thermal annealinginduced Pd−O−Ce linkage enhancement in the improved catalytic capability for formic acid electrooxidation. Three well-defined CeO 2 nanocrystals were employed to support Pd nanoparticles, and the best catalytic performance for formic acid oxidation and anti-CO poisoning ability was found on CeO 2 plates because of the high oxygen vacancy, Ce 3+ , and more Pd−O−Ce linkages resulting from the more edge/corner defects. This interaction of Pd−O−Ce linkages could be largely enhanced by thermal annealing in the N 2 atmosphere, as confirmed by a series of crystal structures, surface chemical state, and Raman analysis because the oxygen vacancies and lattice oxygen resulting from the oxygen atoms leaching from the CeO 2 lattice would trap the mobile Pd nanocrystals by forming strengthened Pd−O−Ce linkages. Due to the high oxygen vacancy and strong Pd−O−Ce linkages, largely increased catalytic activity and stability, catalytic kinetics, and rapid charge transfer were found for all the thermal annealed Pd@CeO 2 catalysts. A nearly 1.93-fold enhancement in the mass activity was achieved on the Pd@CeO 2 -plate catalysts demonstrating the significance of Pd−O−Ce linkage enhancement. The formation mechanism of Pd−O−Ce linkage was also probed, and a valid Pd−O−Ce linkage can only be formed in the inert atmosphere because of the reaction between metallic Pd and CeO 2 . This finding sheds some light on the more efficient catalyst interface construction and understanding for the fuel cell catalysis via metal−support interaction enhancement.