CeNbO4+δ, a family of oxygen hyperstoichiometry materials with varying oxygen content (CeNbO4, CeNbO4.08, CeNbO4.25, CeNbO4.33) that shows mixed electronic and oxide ionic conduction, has been known for four decades. However, the oxide ionic transport mechanism has remained unclear due to the unknown atomic structures of CeNbO4.08 and CeNbO4.33. Here, we report the complex (3 + 1)D incommensurately modulated structure of CeNbO4.08, and the supercell structure of CeNbO4.33 from single nanocrystals by using a three-dimensional electron diffraction technique. Two oxide ion migration events are identified in CeNbO4.08 and CeNbO4.25 by molecular dynamics simulations, which was a synergic-cooperation knock-on mechanism involving continuous breaking and reformation of Nb2O9 units. However, the excess oxygen in CeNbO4.33 hardly migrates because of the high concentration and the ordered distribution of the excess oxide ions. The relationship between the structure and oxide ion migration for the whole series of CeNbO4+δ compounds elucidated here provides a direction for the performance optimization of these compounds.