The structural, mechanical, thermodynamic and electronic properties of Pd-Sn compounds including PdSn4, PdSn3, PdSn2, PdSn, Pd2Sn and Pd3Sn have been investigated by first-principles calculation. Results show that all of the Pd-Sn compounds considered here are thermodynamically and mechanically stable, ductile, elastic anisotropic and have low micro-hardness. Among them, Pd2Sn is the most stable phase due to the lowest formation energy; PdSn exhibits the strongest anisotropy of the bulk modulus and shear modulus; Pd3Sn shows the isotropy of bulk modulus according to the percentage bulk modulus calculation. Debye temperature and minimum thermal conductivity have approximately the same variation trend with the percentage of Pd where Pd3Sn (or PdSn4) has the highest (or lowest) Debye temperature and minimum thermal conductivity. The electronic density of states shows a strong hybridization of Pd-d with Sn-p electrons near the Fermi level, which has an important impact on the reliability of crystal. The three-dimensional (3D) charge density difference map shows ionic properties for these compounds, and the ionicity increases with Pd concentration according to the Bader charge analysis.