To avoid the formation of hollow particles during spray pyrolysis, a spray hydrolysis reaction method (SHRM) was studied. Unlike the conventional spray pyrolysis that uses metal salt as a precursor and dry air as a carrier gas, the SHRM introduces a mixture of metal salt and dimethyl oxalate (DMO) as precursors and a gas mixture of water vapor and air as the carrier gas. Spherical, solid CeO2 particles characterized by SEM, BET, and density analysis were produced by the SHRM using Ce(NO3)(3) and DMO as the precursors. DMO, as an internal precipitant, hydrolyzed and produced oxalic acid, which precipitated with cerium ions to form volume precipitation in the whole droplet at enough temperature and relative humidity. The volume precipitation induced by the in situ formation of oxalic acid in the whole droplet prevented Ce(NO3)(3) nucleation at the droplet surfaces, thus avoiding the formation of hollow particles which usually occur in the conventional spray pyrolysis process. XRD and IR analysis showed that cerium oxalate was an intermediate product in the SHRM process.