A series of CeO2/Al2O3 samples with different ceria loadings in the range 0-25 wt% (0, 2, 5, 7.5, 15, and 25%) were prepared by incipient wetness and studied using several complementary techniques such as Brunauer-Emmett-Teller (BET), X-ray diffraction (XRD), temperature-programmed reduction (TPR), Raman, high-resolution transmission electron microscopy (HRTEM), and extended X-ray absorption fine structure (EXAFS). The aim of the investigation was to understand the behavior of ceria when deposited on alumina and treated under oxidizing and reducing conditions at high temperature (T >= 1273 K). It is shown that ceria can partially stabilize alumina toward the formation of low-surface-area phases up to 1373 K under oxidizing conditions, while enhanced stabilization is observed under reducing conditions, being effective up to 1473 K. A detailed quantitative temperature-programmed reduction (TPR) analysis made at different loadings and calcination temperatures allowed us to identify three characteristic regions where the reduction of small and large ceria crystallites occurs with the formation of CeAlO3 crystallites at high temperature. These are likely responsible for surface-area stabilization. For dispersed ceria samples, reduction takes place almost exclusively at low temperature (< 700 K), while a shift to higher temperatures is observed upon increasing the ceria particle size. A fraction of Ce, in samples at low loadings, is stable in the lower oxidation state, even if subjected to strongly oxidizing conditions.