The porous CeO2 films were prepared with anodization and heat treating method with cerium foils as raw materials. The anodic cerium oxide films were heat treated at 400, 500 and 800 ℃ respectively. The crystal structures, compositions, surface morphologies of the cerium dioxide films were investigated, respectively. The properties of IR characteristic absorption and thermal expansion of the porous CeO2 film were investigated respectively. The anodic cerium oxide film is composed of Ce(OH)3, CeF3, CeO2, Ce2O3 and Ce, and the crystal structures of Ce(OH)3, CeF3, Ce2O3 and CeO2, Ce are hexagonal and cubic respectively. Water and ethylene glycol are adsorbed on the anodic cerium oxide film. When the anodic cerium oxide films were heat treated at 400 and 500 ℃ respectively, Ce(OH)3, Ce2O3 and Ce in the anodic cerium oxide film may be converted to CeO2, and the heat treated films are composed of CeF3 and CeO2 respectively. When the anodic cerium oxide film was heat treated at 800 ℃, Ce(OH)3, CeF3, Ce2O3 and Ce in the anodic cerium oxide film are converted to CeO2, and the heat treated film is composed of CeO2. The heat treated anodic cerium oxide film of heat treatment at 800 ℃ is CeO2 film. The CeO2 film is porous film, and the hole is a straight hole. The porous CeO2 film has strong absorption in the range of 1 600～4 000 cm-1. The coefficients of thermal expansion of the porous CeO2 film are almost constant in the range of 170～900 ℃. The porous CeO2 film has good thermal stability.