We measured the temperature dependence of the magnetic penetration depth of La3Pd4Si4 down to 0.02 Tc. We observe a temperature-independent behaviour below 0.25 Tc, which is firm evidence for a nodeless superconducting gap in this material. The data display a very small anomaly around 1 K which we attribute to the possible presence of a superconducting impurity phase. The superfluid density is well described by a two-phase model, considering La3Pd4Si4 and the impurity phase. The present analysis suggests that the superconducting energy gap of La3Pd4Si4 is isotropic, as expected for conventional BCS superconductors.