Process for preparing a zeolite catalyst comprising a zeolite of AFX structural type and palladium, comprising at least the following steps: i) the mixing, in an aqueous medium, of a zeolite of FAU structural type having a total SiO 2 /Al 2 O 3 molar ratio of between 6 and 100, 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 6 and 100, H 2 O/(SiO 2) of between 5 and 60, MPC6/(SiO 2) of between 0.05 and 0.50, Na 2 O/(SiO 2) of between 0.05 and 0.25, 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 120°C and 220°C, for a time of between 12 h and 15 days, in order to obtain an AFX zeolite; iii) a step of filtration, washing and drying of said AFX zeolite 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 zeolite, followed by calcination of said dried AFX zeolite 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 zeolite; iv) at least one step of ion exchange of said calcined zeolite of AFX structural type obtained in step iii), comprising bringing said calcined AFX zeolite 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 AFX zeolite in ammonium form, which is again dried at a temperature of between 60 and 120°C; v) deposition of a palladium solution on said ammonium-form calcined and dried AFX zeolite. i) the mixing, in an aqueous medium, of a zeolite of FAU structural type having a total SiO 2 /Al 2 O 3 molar ratio of between 6 and 100, 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 6 and 100, H 2 O/(SiO 2) of between 5 and 60, MPC6/(SiO 2) of between 0.05 and 0.50, Na 2 O/(SiO 2) of between 0.05 and 0.25, 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 6 and 100, H 2 O/(SiO 2) of between 5 and 60, MPC6/(SiO 2) of between 0.05 and 0.50, Na 2 O/(SiO 2) of between 0.05 and 0.25, 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 120°C and 220°C, for a time of between 12 h and 15 days, in order to obtain an AFX zeolite; iii) a step of filtration, washing and drying of said AFX zeolite 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 zeolite, followed by calcination of said dried AFX zeolite 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 zeolite; iv) at least one step of ion exchange of said calcined zeolite of AFX structural type obtained in step iii), comprising bringing said calcined AFX zeolite 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 AFX zeolite in ammonium form, which is again dried at a temperature of between 60 and 120°C; v) deposition of a palladium solution on said ammonium-form calcined and dried AFX zeolite.