The porous cerium dioxide films were prepared with cerium foils as raw materials by two-step anodization and heat treating method. The anodic cerium oxide films were heat treated in 25∼400°C respectively. The cerium dioxide films were characterized with X-ray diffraction (XRD), Fourier transform infrared (FTIR) techniques, energy-dispersive analyses of X-ray (EDAX) and scanning electron microcopy (SEM), respectively. The anodic cerium oxide film is composed of Ce(OH)3, CeO2 and Ce2O3. When the anodic cerium oxide films were heat treated in 300°C∼400°C for 2h, Ce(OH)3 and Ce2O3 in the anodic cerium oxide films may be converted to CeO2, and the heat treated anodic cerium oxide films are the cerium dioxide films. Water, ethylene glycol and CO2 are adsorbed in the anodic cerium oxide film. The adsorbing water, ethylene glycol and CO2 in the anodic cerium oxide film are removed at 300°C. The cerium dioxide film has strong absorption in the range of 1600∼4000cm-1. The structure of the cerium dioxide film is the porous.