Non-local charges on AdS_5 x S^5 and PP-waves

We show the existence of an infinite set of non-local classically conserved charges on the Green-Schwarz closed superstring in a pp-wave background. We find that these charges agree with the Penrose limit of non-local classically conserved charges recently found for the $AdS_5 \times S^5$ Green-Schwarz superstring. The charges constructed in this paper could help to understand the role played by these on the full $AdS_5 \times S^5$ background.