Rare earth-doped ceria thin films are currently thoroughly studied to be used in miniaturized solid oxide cells, memristive devices and gas sensors. The employment in such different application fields derives from the most remarkable property of this material, namely ionic conductivity, occurring through the mobility of oxygen ions above a certain threshold temperature. This feature is in turn limited by the association of defects, which hinders the movement of ions through the lattice. In addition to these issues, ionic conductivity in thin films is dominated by the presence of the film/substrate interface, where a strain can arise as a consequence of lattice mismatch. A tensile strain, in particular, when not released through the occurrence of dislocations, enhances ionic conduction through the reduction of activation energy. Within this complex framework, high pressure X-ray diffraction investigations performed on the bulk material are of great help in estimating the bulk modulus of the material, and hence its compressibility, namely its tolerance toward the application of a compressive/tensile stress. In this review, an overview is given about the correlation between structure and transport properties in rare earth-doped ceria films, and the role of high pressure X-ray diffraction studies in the selection of the most proper compositions for the design of thin films.