Ceria nanoparticles are a widely used nanomaterial for applications in catalysts, fuel cell, and microelectronics. An important factor that influences the performance Of CeO2 is the particle shape. In this paper, a systematic study has been carried out to determine the shapes of CeO2 nanoparticles. For particles in the size range of 3 - 10 nm, the particle shape is dominated by truncated octahedral that is defined by the {100} and {111} facets. The fastest growth of the nanoparticles along (100) results in the disappearance of the [100] facets; thus, the large size CeO2 particles are dominated by the octahedral shape with flat surfaces. The nanoparticles agglomerate by minimizing the interface energy with the formation of a lattice matched "coherent interface". The faceted shape also results in the textured distribution of nanoparticles deposited onto a substrate surface, with a preferred orientation of [110]. These structural characteristics are likely to affect their performance in technological applications.