Cerium oxide nanoparticles contribute greatly in the current advancement in science. These materials have unique properties and sizes, which make them important in the field of nanotechnology. This chapter will involve a comprehensive review of the recent research on nanostructured cerium oxide. The first part will comprise of an introduction and a brief explanation on the crystal structure of cerium oxide. Then, we discuss the morphology, formation mechanisms of cerium oxide and the synthesis techniques involved such as precipitation, solvothermal, thermo-decomposition, hydrothermal, etc. Finally, the application of cerium oxide in electrochemical energy devices such as supercapacitors, fuel cells and water splitting will be studied.