Palladium (Pd) is widely used in vehicle exhaust catalysts (VECs) to reduce toxic emissions from motor vehicles. The study aimed to quantitatively determine Pd content and water quality parameters, to analyze the variation differences and to explore the effect of water quality parameters on Pd content in the urban water environment system (wet deposition–rainfall runoff–receiving water body–estuary) of the city of Haikou, Hainan Island, China. The method used in this study included microwave digestion under high pressure and temperature, analysis by inductively coupled plasma mass spectrometry, quality control of the experimental procedure and guaranteed recovery (85% −125%). The results showed that the dissolved Pd average content in the urban water environment system was the highest in rainfall runoff (4.93 ng/L), followed by that in the receiving water body (4.56 ng/L), and it was the lowest in wet deposition (0.1 ng/L). The suspended Pd average content was the highest in the estuary (2.83 ng/L), followed by that in rainfall runoff (1.26 ng/L), and it was the lowest in wet deposition (6 × 10−4 ng/L). The particle–water partition ratio of the estuary Pd was the highest (1.26), followed by that of Pd in rainfall runoff (0.26). The particle–water partition ratio of the wet deposition Pd was the lowest (6 × 10−3). The dissolved Pd was correlated with the pH, Cl, and total suspended solids (TSS) (correlation coefficient = 0.52, −0.68, 0.39, p < 0.05; regression coefficient = 1.27, −1.39, 0.01). The suspended Pd was only correlated with Cl and TSS (correlation coefficient = −0.36, 0.76, p < 0.05; regression coefficient = −1.45, 0.01). Cl and TSS were the most closely related to Pd in the water environment system. Although individual factors such as pH, Cl, and TSS had certain migration and transformation effects on Pd in the wet deposition–rainfall runoff–receiving water body–estuary system, the probability of strong correlations was not high. In particular, Eh was not related to the dissolved nor suspended Pd content (correlation coefficient = 0.14, 0.13), which may be due to the synergistic effect of the multiple physical factors on Pd. This study was helpful to better understand the environmental behavior of Pd and provided important theoretical support for the prevention and protection against urban water environmental pollution.

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