The catalytic performance of a series of 1 wt % Pd/C catalysts prepared by the sol-immobilization method has been studied in the liquid-phase hydrogenation of furfural. The temperature range studied was 25–75 °C, keeping the H₂ pressure constant at 5 bar. The effect of the catalyst preparation using different capping agents containing oxygen or nitrogen groups was assessed. Polyvinyl alcohol (PVA), polyvinylpyrrolidone (PVP), and poly (diallyldimethylammonium chloride) (PDDA) were chosen. The catalysts were characterized by ultraviolet-visible spectroscopy (UV-Vis), Fourier transform infrared spectroscopy (FTIR), transmission electron microscopy (TEM), and X-ray photoelectron spectroscopy (XPS). The characterization data suggest that the different capping agents affected the initial activity of the catalysts by adjusting the available Pd surface sites, without producing a significant change in the Pd particle size. The different activity of the three catalysts followed the trend: Pd_PVA/C > Pd_PDDA/C > Pd_PVP/C. In terms of selectivity to furfuryl alcohol, the opposite trend has been observed: Pd_PVP/C > Pd_PDDA/C > Pd_PVA/C. The different reactivity has been ascribed to the different shielding effect of the three ligands used; they influence the adsorption of the reactant on Pd active sites.