SeO₂ based samples are tested for the oxidation of α-pinene, in liquid phase employing ethanol as the solvent. Commercial SeO₂ was tested both, under reflux and under 6 atm O₂ pressure. At conversion levels of approximately 40%, the yield to myrtenal was much higher in the latter (34.4%) than in the former case (18.0%) due to the high oxidant species availability. Besides the high yield is attained at relatively short reaction time. Palladium promoted selenium dioxide supported catalyst (Pd/SeO₂/SiO₂) was prepared, characterized and submitted to the catalytic test. Selenium dioxide (14.4%) was strongly fixed to the silica support. Upon the palladium introduction (0.98%) the reducibility of SeO₂ is modified, which originates a selenium species activation towards the allylic oxidation. A 12% conversion level is attained over Pd/SeO₂/SiO₂ following 8 h of reaction time, employing ethanol as the solvent at 130°C. The main product is myrtenal, obtained with a selectivity of 62%. Over oxidation products are not detected. The palladium/selenium dioxide sample is easy to handle with and its recuperation following the reaction in liquid phase is possible.