Well-dispersed CeO2 nanoparticles were successfully prepared in a simple system composed of sodium bis (2-ethylhexyl) sulfosuccinate (AOT)- octane-water (W/O) microemulsion in this paper. The morphology and microstructure of the products were characterized by the laser particle size analyzer, Fourier transform infrared spectroscopy (FT-IR), X-ray diffractometer (XRD), differential scanning calorimeter (DSC) and transmission electron microscope (TEM). It was found that the CeO2nanoparticles obtained from this method have well-proportioned size distributions; the surfactant (AOT) molecule was adsorbed on the surface of CeO2nanoparticles precursor, which is favorable for the dispersion of CeO2nanoparticles; the CeO2nanoparticles calcined was a crystal of the cubic structure. In addition, the mechanism on the formation of the CeO2nanoparticles was also proposed in this paper.