Ce doped α-Fe2O3 nanorods with rich oxygen vacancies (CeFeOx) were prepared using low-temperature oxalate precipitation method and added to epoxy resin as active anti-corrosion filler. In an oxygen rich high-temperature and high-pressure environment (HPHT-O2), the impedance modulus of coatings containing CeFeOx fillers is still close to 1010 Ω·cm2, which is more than 104 times that of pure epoxy coatings. It is attributed to the preferential permeability of CeFeOx fillers to O2, which promotes the formation of a dense passive film on the substrate surface, further hinder corrosion, and ensure that the coating does not peel off from the substrate surface.