Pure and single-phase ceria particles were synthesized by an anodic electrochemical method followed by annealing at 500-900°C for 2h. Many characterization methods have been used to study the ceria nanostructures and electronic structures, including X-ray diffraction, transition electron microscopy and UV-vis spectrophotometer. The average crystallite size was estimated to be the scale of nanometers. While annealing at a low temperature, ceria particles are a little agglomeration and are termed as mesocrystal. It is observed to increase the crystallite size in addition to increase the crystalliminty of the nanoparticles while increasing the annealing temperature. The absorption spectra show that the ceria nanoparticles have direct and indirect band gap structures. There is a red shift of the absorption peak for the particles after annealing. Both the direct and indirect band gap energies are found to decrease with the annealing temperature.