By single-step supercritical hydrothermal synthesis method, ceria nanoparticles with diameters of 3–8 nm were successfully supported on multi-wall carbon nanotubes (MWNTs) homogeneously without additional treatment. It was found that the amount and distribution of ceria nanoparticles supported on the MWNTs depended on the pH of reaction mixture. At pH = 7, the largest amount of particles was observed on the MWNTs. At pH = 9, however, the best homogeneity was obtained for the ceria nanoparticles supported on the MWNTs. In addition, the amount of particles supported on the MWNTs treated by nitric acid was much more than that supported on the untreated MWNTs. The difference mentioned above is also discussed.