Tetrahexahedral Pd nanocrystals (THH Pd NCs) with {730} high-index facets were directly produced on a glassy carbon substrate in a dilute PdCl2 solution by a newly developed programmed electrodeposition method. The THH Pd NCs, thanks to their high density of surface atomic steps, exhibit 4-6 times higher catalytic activity than commercial Pd black catalyst toward ethanol electrooxidation in alkaline solutions. This straightforward method provides a promising route to facile preparation of high-index-faceted metal nanocatalysts with high catalytic activity.