Catalytic partial oxidation (CPO) of methane to hydrogen and carbon monoxide over Pt-Rh/Al₂O₃ and Pt/Al₂O₃ was studied in-situ with a new QEXAFS setup. The structural changes of the catalysts were investigated on the subsecond timescale during two reaction steps by recording both XANES and full EXAFS spectra: (1) heating and ignition in 6%CH₄/3%O₂/He, (2) periodic changes between the reaction gas mixture and H₂ atmosphere. The results showed that the ignition occurred at lower temperatures for Pt-Rh/Al₂O₃ while it was completed in a significant shorter time interval for Pt/Al₂O₃. Some structural changes during the heating phase were detectable before the reaction ignited, especially for Pt/Al₂O₃, as reflected by the performed principle component analysis. However, a closer analysis of the FT-QEXAFS data did not evidence a defined intermediate. In addition, the composition of the gas atmosphere was altered between hydrogen and the reaction mixture, enabling modulation excitation spectroscopy. This technique was for the first time applied to QEXAFS data and resulted in significantly enhanced data quality.