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The properties of Pd–P catalysts supported on ZSM-5 zeolite in H- and Na-forms in the hydrogenation of 2-ethyl-9,10-anthraquinone under mild conditions were studied. The size and phase composition of Pd–P particles were determined using transmission electron microscopy and X-ray powder diffraction analysis. The promoting effect of phosphorus on the dispersion of palladium catalysts and the yield of H₂O₂ has been established. The influence of the decationized form of the zeolite support on the properties of palladium catalysts in the hydrogenation of 2-ethyl-9,10-anthraquinone was considered. It was shown that the deposition of Pd on HZSM-5 zeolite increases the contribution of 2-ethyl-9,10-anthrahydroquinone hydrogenolysis, reducing the yield of H₂O₂. Modification of palladium catalysts with phosphorus significantly suppresses both side processes: saturation of aromatic rings and hydrogenolysis of the C–OH bond of 2-ethyl-9,10-anthrahydroquinone. With an increase in the P:Pd ratio from 0 to 1.0, the yield of H₂O₂ increases from 72–77 to 92–99%. The main reasons for the promoting effect of phosphorus are discussed.