Three different Advanced Oxidation Processes (AOPs) have been investigated for the degradation of the imidacloprid pesticide in water: photocatalysis, Fenton and photo-Fenton reactions. For these tests, we have compared the performance of two types of CeO2, employed as a non-conventional photocatalyst/Fenton-like material. The first one has been prepared by chemical precipitation with KOH, while the second one has been obtained by exposing the as-synthetized CeO2 to solar irradiation in H2 stream. This latter treatment led to obtain a more defective CeO2 (coded as “grey CeO2”) with the formation of Ce3+ sites on the surface of CeO2, as determined by Raman and X-ray Photoelectron Spectroscopy (XPS) characterizations. This peculiar feature has been demonstrated as beneficial for the solar photo–Fenton reaction, with the best performance exhibited by the grey CeO2. On the contrary, the bare CeO2 showed a photocatalytic activity higher with respect to the grey CeO2, due to the higher exposed surface area and the lower band-gap. The easy synthetic procedures of CeO2 reported here, allows to tune and modify the physico-chemical properties of CeO2, allowing a choice of different CeO2 samples on the basis of the specific AOPs for water remediation. Furthermore, neither of the samples have shown any critical toxicity.