Formic acid as a potential hydrogen carrier has received increasing attention. The catalyst used for the dehydrogenation of formic acid is the key to the process. In this paper, a series of Pd/CeO2 catalyzed dehydrogenation of formic acid were prepared by controlling the morphology of CeO2. CeO2 with diverse morphologies had different specific surface area, the number of Ce electronic states and oxygen vacancies, which could influence the chemical environment and dispersion of Pd species. The as-synthesized Pd/CeO2-H (hollow sphere) exhibited high catalytic activity with a turnover frequency (TOF) value of 870 h−1 at 50 °C.