In this paper, the synthesis of the three-dimensional (3D) composite of spherical reduced graphene oxide (RGO) with uniformly distributed CeO2 particles is reported. This synthesis is done via a facile and large-scalable spray-drying process, and the CeO2/RGO materials are hydrothermally compounded with sulfur. The morphology, composition, structure, and electrochemical properties of the 3D S/CeO2/RGO composite are studied using X-ray diffraction (XRD), scanning electron microscope (SEM), transmission electron microscopy (TEM), thermal gravimetric analysis (TGA), Raman spectra and X-ray photoelectron spectroscopy (XPS), etc. The electrochemical performance of the composites as electrodes for lithium–sulfur batteries is evaluated. The S/CeO2/RGO composites deliver a high initial capacity of 1054 mAh g−1, and retain a reversible capacity of 792 mAh g−1 after 200 cycles at 0.1 C. Profiting from the combined effect of CeO2 and RGO, the CeO2/RGO materials effectively inhibit the dissolution of polysulfides, and the coating of spherical RGO improves the structural stability as well as conductivity.