We report on the local structure properties of trivalent lanthanide-doped CeO2 based nanoparticles by using Eu luminescence as a structural probe. To this aim, we investigate Eu doped CeO2 and CeO2–ZrO2 (Ce/Zr=1) by use of site-selective time-resolved luminescence spectroscopy, in situ/ex situ X-ray diffraction (XRD) and in situ/ex situ Raman spectroscopy. The CeO2 nanoparticles were synthesized by oil in water microemulsion as well as citric acid method and investigated in the as-synthesized state or after calcination in air at 500, 750 and 1000°C. For the as-synthesized Eu–CeO2 nanoparticles by oil-in-water microemusion method, the analysis of the emission/excitation spectra and emission decays of Eu suggest that only surface doping was achieved. In general, the emission of Eu in CeO2 indicates the co-existence of two main Eu centers differentiated by the mode of interaction with the oxygen vacancy. The addition of 10% Eu via wet impregnation onto pre-formed CeO2–ZrO2 followed by calcination induces a remarkable homogenous solid solution of pseudo-cubic phase. The analysis of in situ XRD, in situ Raman and in situ luminescence data evidences for the defect reconfiguration in Eu doped CeO2 during the heating/cooling cycles (30–500 at 30°C). Finally, it is suggested that the structural data inferred from luminescence complements significantly the structural information indicated by X-ray diffraction and Raman spectroscopy, such as the phase content and homogeneity and the presence of defects.