A series of CuO/CeO2 catalysts were prepared through a two-step process: (1) CeO2 supports were firstly prepared by precipitation (P), hydrothermal (HT) and sol-gel (SG) methods, respectively; and (2) CuO was deposited on the above CeO2 supports by deposition-precipitation method. The as-synthesized CeO2 supports and CuO/CeO2 catalysts were characterized by N-2-physisorption, XRD, XPS, Raman, and H-2-TPR. The CuO/CeO2 catalysts were examined with respect to their catalytic activity for the water-gas shift reaction, and their catalytic activities are ranked as: CuO/CeO2-P > CuO/CeO2-HT > CuO/CeO(2)SG. The results suggest that the CeO2 prepared by precipitation (i.e., CeO2-P-300) has the best thermal stability and the most amounts of surface oxygen vacancies, which make the corresponding CuO/CeO2-P catalyst present the largest pore volume, the smallest crystal size of CuO, the highest microstrain (i.e., the highest surface energy) and the most amounts of active sites (i.e., the moderate copper oxide (crystalline) interacted with surface oxygen vacancies of ceria). Therefore, the catalytic activity of CuO/CeO2 catalysts, in nature, depends on the thermal stability and the number of surface oxygen vacancies of the CeO2 supports previously prepared by different methods.