Herein, we prepared Pt2CeO2 heterojunction nanocluster (HJNS) on multiwalled carbon nanotubes (MWCNTs) in deep eutectic solvents (DESs) which is a special class of ionic liquids. The catalyst was then heat-treated at 400 °C in N2 (refer to Pt2CeO2/CNTs-400). The Pt2CeO2/CNTs-400 catalyst showed remarkably improved electrocatalytic performance towards methanol oxidation reaction (MOR) (839.1 mA mgPt−1) compared to Pt2CeO2/CNTs-500 (620.3 mA mgPt−1), Pt2CeO2/CNTs-300 (459.2 mA mgPt−1), Pt2CeO2/CNTs (641.6 mAmg−1) (the catalyst which has not been heat-treated) and commercial Pt/C (229.9 mAmg−1). Additionally, the Pt2CeO2/CNTs-400 catalyst also showed better CO poisoning resistance (onset potential: 0.47 V) compared to Pt2CeO2/CNTs (0.56 V) and commercial Pt/C (0.58 V). The improved performance of Pt2CeO2/CNTs-400 catalyst is attributed to the addition of appropriate CeO2, which changed the electronic state around the Pt atoms, lowered the d-band of Pt atoms, formed more Ce-O-Pt bonds acting as new active sites, affected the adsorption of toxic intermediates and weakened the dissolution of Pt; on the other hand, with the assistance of thermal treatment at 400 °C, the obtained Pt2CeO2 HJNS expose more new active sites at the interface between Pt and CeO2 to enhance the electrochemical active surface area (ECSA) and the dehydrogenation process of MOR. Thirdly, DES is beneficial to the increase of the effective component Pt(0) in the carbonization process. The study shows a new way to construct high-performance Pt-CeO2 catalyst for the direct methanol fuel cell (DMFC).