Nanocrystalline CeO2 samples were prepared via precipitation from aqueous cerium(IV) sulfate solution under a controlled pH. After being subjected to calcination at various temperatures to yield different particle sizes, the local structure around Ce atom was investigated by using EXAFS spectroscopy at Ce K-edge. The first shell Ce-O distance was found to be slightly shorter with small CeO2 particles, indicating a contraction of the lattice. There exists a significant growth in coordination number of the second cell Ce-Ce when the particle size became larger. In terms of Debye-Waller factor (sigma(2)), the first three coordination shells showed a consistent trend, i.e. the degree of disorder increases with reduced particle size. Moreover, sigma(2) of the second shell was found to be smaller than that of the first shell for all samples.