In the present work the water gas shift reaction is considered as a particular application of a catalytic membrane reactor. Three different methods to deposit a thin film of palladium on a porous ceramic tubular membrane have been studied: the magnetron sputtering technique, the physical vapour deposition technique, and the co-condensation technique or solvated metal atom deposition method. For each composite membrane, characterization in terms of pore distribution, thickness of the film, percentage of Pd deposited along the thickness of the membrane and CO conversion versus feed flow rate and versus different H2O/CO molar ratio are presented.