CeO2 nanoparticles (CNPs), Co‐doped CeO2 nanoparticles (CCNPs) and Co‐doped CeO2 nanorods (CCNRs) were synthesized by simple co‐precipitation method and explored their sensing behaviour towards nitrobenzene. XRD and TEM analysis confirmed the presence of cubic fluorite structure of the CNPs, CCNPs and CCNRs. EDX analysis confirmed the presence of Cobalt in CeO2 nanorods. The electrochemical sensing of nitrobenzene was carried out using CCNRs‐modified glassy carbon (GC) electrodes by means of cyclic voltammetric (CV) technique. The peak current (Ip) was found to be linearly co‐related to nitrobenzene (NB) concentration (R2 = 0.9665). A substantial enhancement in cathodic peak current (C1), and sensitivity (∼738.8 nA/μM) was observed for the CCNRs‐modified GC electrode than those of CNPs and CCNPs‐modified electrodes.