Photocatalysis has the advantages of practical, sustainable and environmental protection, so it plays a significant role in energy transformation and environmental utilization. CeO2 has attracted widespread attention for its unique 4 f electrons, rich defect structures, high oxygen storage capacity and great chemical stability. In this paper, we review the structure of CeO2 and the common methods for the preparation of CeO2-based composites in the first part. In particular, we highlight the co-precipitation method, template method, and sol-gel method methods. Then, in the second part, we introduce the application of CeO2-based composites in photocatalysis, including photocatalytic CO2 reduction, hydrogen production, degradation, selective organic reaction, and photocatalytic nitrogen fixation. In addition, we discuss several modification techniques to improve the photocatalytic performance of CeO2-based composites, such as elemental doping, defect engineering, constructing heterojunction and morphology regulation. Finally, the challenges faced by CeO2-based composites are analyzed and their development prospects are prospected. This review provides a systematic summary of the recent advance of CeO2-based composites in the field of photocatalysis, which can provide useful references for the rational design of efficient CeO2-based composite photocatalysts for sustainable development.