American pallets tend to be chemical treated, European pallets tend to be heat treated.
(Although thinking about it I have never seen anything but heat treated in the thousands, from all round the world, that I deal with at work.)
Pallets should have a code stamped on them telling you the country of origin, timber producer code and treatment method. If it is marked HT then it is simply cooked in an oven (long enough to kill any beasties in the wood that might be about to be shipped round the world).