Fe@Pd, Fe@Pt and Fe@Au core-shell nanoparticles supported by silicon carbide have been prepared by plasma sputtering deposition, and employed as the catalyst for methane combustion. The core-shell catalysts exhibit higher activities than single metallic catalysts due to surface alloying effects. With the surface alloying of the core-shell nanoparticles, Pd-O and Pt-O bonds become weak because the increasing of electron cloud density around Pd and Pt atoms due to the electron transfer from surface Fe to Pd or Pt atoms. Therefore, the activities of Fe@Pd/SiC and Fe@Pt/SiC increase with the reaction time. Whereas the activity of Fe@Au/SiC keeps invariant in the reaction due to the Fe@Au core-shell structure has high stability. Transmission electron microscopy and X-ray photoelectron spectroscopy results further confirm the structural evolution.