A series of ceria materials with various morphologies including rod, polyhedron, cube, and mesostructures, have been synthesized and employed as catalyst supports to load palladium. The physicochemical properties of the synthesized materials have been characterized by XRD, N2 adsorption–desorption, TEM, XPS, and O2‐TPD techniques. The results show Pd can be well dispersed on the ceria supports, whereas Pd/CeO2 materials possess different proportion of oxidic Pd (Pd2+) and Ce3+ species. In the liquid‐phase selective oxidation of benzyl alcohol using O2 as an oxidant, Pd/CeO2‐poly demonstrates the highest catalytic activity, affording a maximum yield of benzaldehyde up to 87% under 90 °C. According characterization analysis, the combination of more Ce3+ species and higher proportion of Pd2+ as well as O2‐activating ability are responsible for the high catalytic activity of Pd/CeO2‐poly.