Cerium oxide doped by a noble metal has been researched intensively for its high catalytic activity. In the presented study, Rh–Ce–O and CeOx thin films were deposited onto SiO2 and Cu substrates by radio‐frequency magnetron sputtering. Thermal stability of the films was investigated by photoelectron spectroscopy techniques. Our results show that the substrate has a great influence on the stability of the overlayers. Rh–Ce–O deposited on Cu decomposes into rhodium and cerium oxide separate phases above 600 K. In contrary, the Rh–Ce–O film on SiO2 remains stable up to 800 K, but silicon migrates from the substrate into the film, forming cerium silicate. We suggest that a strong interaction between SiO2 substrate and Rh–Ce–O, or CeOx films, could be responsible for higher thermal stability compared to films deposited onto Cu. Copyright © 2014 John Wiley & Sons, Ltd.