The aim of this study is to prepare CuO–CeO2 composite by means of mechanical milling and to investigate its characteristics as a catalyst. The structural and morphological features of milled samples are observed by X-ray diffractometry and scanning electron microscopy. The redox property and total OSC (oxygen storage capacity) of the milled sample were measured by using GC-TCD and TG-DTA, which are important parameters to indicate the effectiveness of catalysts. Interestingly, reduction of CuO is repeatedly observed when milling of CuO–CeO2 powder mixture is processed in air. The redox property of milled CuO–CeO2 sample is investigated by H2-TPR, where three reduction peaks are observed for 0 h milling and only one broad peak for various other milling times. The total OSC of mechanically driven CuO–CeO2 catalyst is much higher than that of the CeO2–ZrO2 traditional catalyst system at low temperatures.