The applications of zerovalent iron nanoparticles (nZVI) exploit their high reactivity which decreases due to oxidation in aerobic conditions during manufacture, application, and storage. In this study, we present the new procedure for estimation of the nZVI stability to oxidation in air. The procedure is suitable for characterization of the novel materials based on the supported nZVI. Nanoscale particles were synthesized inside porous silica supports by incipient wetness impregnation with the metal precursor solutions followed by thermal treatment. The TG–DTA studies revealed the decomposition temperature of the supported precursors, as well as the interaction of Fe and precious metal precursors, which resulted in the formation of alloy nanoparticles. Characterization of the samples by XRD confirmed the formation of the nanoparticles of the metallic Pd, Pt, and Fe phases supported on SiO2 carriers, as well as the formation of solid solutions based on the structure of precious metals. The new procedure for estimation of the nZVI stability included (1) TPR with hydrogen up to 400–425 °C followed by isothermal reduction at these temperatures; (2) in situ reoxidation with oxygen at room temperature. The samples were reduced “as obtained” and after in situ reoxidation. The results of the TPR studies exhibited that introduction of both Pd and Pt protected the Fe nanoparticles from oxidation with oxygen and air at ambient conditions.