Within the framework of the molecular dynamics methods the simulation of the temperature stability of the metallic Au@Pd nanoparticle with the core–shell structure is performed and the melting temperature of the sample is determined. During the simulation of the dynamic behaviour of nanoparticle the calculation of forces of interatomic interactions is carried out within the embedded atom method. To simulate the melting process, the temperature of the sample is gradually increased by scaling the corresponding atomic velocities using the Berendsen thermostat in the temperature range 300 K–2500 K. The Lindemann index is used as a numerical parameter described changes in the structure of the nanoparticle. According to the results of the study, the temperature dependence of the Lindemann index and the average potential energy are obtained, as well as the radial distribution functions for the Au@Pd nanoparticle at different temperature values. The obtained dependences have a typical form: they first increase monotonically at a temperature range 300 $\leq T \leq$ 1500 K, and, when the temperature reaches about 1600 K, the Lindemann index and potential energy begin to increase rapidly, which may be considered as the beginning of the melting process. From the simulation results, atomistic configurations of the sample are built and the dynamics of changes in their structure is investigated. Spatial distribution of the atoms on Lindemann index within the volume of the sample around melting temperature is also calculated. As it is follows from the obtained data, the melting of Au@Pd nanoparticle with spherical shape begins on the surface of the sample, as well as in a core which consists of Au atoms. Calculated data allowed us to determine the temperature where destruction of the crystalline structure of the sample occurs.