CePO4 catalyst (termed Ce-P-O) was for the first time employed to capture elemental mercury (Hg-0) under simulated coal-fired flue gas conditions. As compared with commercial SCR catalyst (i.e., V-W-Ti), the Ce-P-O catalyst showed a much better performance in Hg-0 removal. The high Hg-0 adsorption capacity, abundant active oxygen species, and excellent SO2 poisoning resistance account for the performance of the Ce-P-O catalyst. When the catalyst was subjected to individual flue gas component conditions, it was found that the presence of NO can significantly improve the Hg-0 removal efficiency over the Ce-P-O catalyst; however, HCl did not show promotion effect. It is proposed that the former occurs because the generated NO2 (originated from NO oxidation) could react with Hg-0 ad-species (e.g., Hg2O), regenerating the HgO and hence enhancing the Hg-0 chemisorption. The latter was found to be due to the absence of the Deacon reaction over the catalyst.