Process for preparing a zeolite composite catalyst comprising a mixture of zeolites of AFX structural type and of BEA structural type and palladium, comprising at least the following steps: i) the mixing, in an aqueous medium, of a zeolite or a mixture of zeolites of FAU structural type having a total SiO 2 /Al 2 O 3 molar ratio of between 20 and 60, limits included, an organic nitrogenous compound MPC6, MPC6 being 1,6-bis(methylpiperidinium)hexane dihydroxide, at least one source of sodium cations, the reaction mixture having the following molar composition: (SiO 2)/(Al 2 O 3) of between 20 and 60, H 2 O/(SiO 2) of between 5 and 60, M PC6/(SiO 2) of between 0.10 and 0.50, Na 2 O/(SiO 2) of between 0.05 and 0.11, limits included, SiO 2 denotes the amount of SiO 2 provided by the FAU zeolite(s) and Al 2 O 3 denotes the amount of Al 2 O 3 provided by the FAU zeolite(s), until a homogeneous precursor gel is obtained; ii) the hydrothermal treatment of said precursor gel obtained on conclusion of step i) at a temperature of between 160°C and 220°C, for a time of between 12 and 150 hours, in order to obtain an AFX-BEA zeolite composite material; iii) a step of filtration, washing and drying of the AFX-BEA zeolite composite material obtained on conclusion of step ii), said drying being carried out at a temperature of between 60 and 120°C, for a time of between 5 and 24 hours, in order to obtain a dried AFX-BEA zeolite composite material, followed by calcination of said dried AFX-BEA zeolite composite material at a temperature of between 500 and 700°C for a time of between 2 and 20 hours, the calcination possibly being preceded by a gradual increase in temperature, in order to obtain a calcined AFX-BEA zeolite composite material; iv) at least one step of ion exchange of the calcined AFX-BEA zeolite composite material obtained in step iii), comprising bringing the calcined AFX-BEA zeolite composite material obtained in step iii) into contact with a solution containing ammonium cations, preferably ammonium nitrate, with stirring at a temperature of between 20 and 95°C, preferably between 60 and 85°C, for a time of between 1 hour and 2 days, in order to obtain a calcined material in ammonium form, which is again dried at a temperature of between 60 and 120°C; v) deposition of a palladium solution on the ammonium-form calcined and dried AFX-BEA zeolite composite material. i) the mixing, in an aqueous medium, of a zeolite or a mixture of zeolites of FAU structural type having a total SiO 2 /Al 2 O 3 molar ratio of between 20 and 60, limits included, an organic nitrogenous compound MPC6, MPC6 being 1,6-bis(methylpiperidinium)hexane dihydroxide, at least one source of sodium cations, the reaction mixture having the following molar composition: (SiO 2)/(Al 2 O 3) of between 20 and 60, H 2 O/(SiO 2) of between 5 and 60, M PC6/(SiO 2) of between 0.10 and 0.50, Na 2 O/(SiO 2) of between 0.05 and 0.11, limits included, SiO 2 denotes the amount of SiO 2 provided by the FAU zeolite(s) and Al 2 O 3 denotes the amount of Al 2 O 3 provided by the FAU zeolite(s), until a homogeneous precursor gel is obtained; (SiO 2)/(Al 2 O 3) of between 20 and 60, H 2 O/(SiO 2) of between 5 and 60, M PC6/(SiO 2) of between 0.10 and 0.50, Na 2 O/(SiO 2) of between 0.05 and 0.11, limits included, SiO 2 denotes the amount of SiO 2 provided by the FAU zeolite(s) and Al 2 O 3 denotes the amount of Al 2 O 3 provided by the FAU zeolite(s), until a homogeneous precursor gel is obtained; ii) the hydrothermal treatment of said precursor gel obtained on conclusion of step i) at a temperature of between 160°C and 220°C, for a time of between 12 and 150 hours, in order to obtain an AFX-BEA zeolite composite material; iii) a step of filtration, washing and drying of the AFX-BEA zeolite composite material obtained on conclusion of step ii), said drying being carried out at a temperature of between 60 and 120°C, for a time of between 5 and 24 hours, in order to obtain a dried AFX-BEA zeolite composite material, followed by calcination of said dried AFX-BEA zeolite composite material at a temperature of between 500 and 700°C for a time of between 2 and 20 hours, the calcination possibly being preceded by a gradual increase in temperature, in order to obtain a calcined AFX-BEA zeolite composite material; iv) at least one step of ion exchange of the calcined AFX-BEA zeolite composite material obtained in step iii), comprising bringing the calcined AFX-BEA zeolite composite material obtained in step iii) into contact with a solution containing ammonium cations, preferably ammonium nitrate, with stirring at a temperature of between 20 and 95°C, preferably between 60 and 85°C, for a time of between 1 hour and 2 days, in order to obtain a calcined material in ammonium form, which is again dried at a temperature of between 60 and 120°C; v) deposition of a palladium solution on the ammonium-form calcined and dried AFX-BEA zeolite composite material.