CeO2 is an outstanding support commonly used for the CuO-based CO oxidation catalysts due to its excellent redox property and oxygen storage–release property. However, the inherently small specific surface area of CeO2 support restricts the further enhancement of its catalytic performance. In this work, the novel mesoporous CeO2 nanosphere with a large specific surface area (~190.4 m2/g) was facilely synthesized by the improved hydrothermal method. The large specific surface area of mesoporous CeO2 nanosphere could be successfully maintained even at high temperatures up to 500 °C, exhibiting excellent thermal stability. Then, a series of CuO-based CO oxidation catalysts were prepared with the mesoporous CeO2 nanosphere as the support. The large surface area of the mesoporous CeO2 nanosphere support could greatly promote the dispersion of CuO active sites. The effects of the CuO loading amount, the calcination temperature, mesostructure, and redox property on the performances of CO oxidation were systematically investigated. It was found that high Cu+ concentration and lattice oxygen content in mesoporous CuO/CeO2 nanosphere catalysts greatly contributed to enhancing the performances of CO oxidation. Therefore, the present mesoporous CeO2 nanosphere with its large specific surface area was considered a promising support for advanced CO oxidation and even other industrial catalysts.