Cerium oxide (CeO2) thin films were prepared on (100) Si and glass substrates using pulsed laser ablation at different oxygen partial pressures (2.5 x 10(-5)-3.5 x 10(-1) mbar) and at a substrate temperature of 873 K. XRD studies on the films showed that the films are polycrystalline having fluorite structure. The oxygen partial pressure has a dominant effect on the thickness, crystallite size and preferred orientation of the films. At an oxygen partial pressure of 3.5 x 10(-2) mbar, the intensity of (200) reflection is maximum and film possesses the maximum crystallite size of about 50 nm. Though all the films are highly transparent in the visible region, films prepared at an oxygen partial pressure of 3.5 x 10(-1) mbar, exhibits maximum transmittance (>90% @ 632 nm). The optical band gap is found to decrease from 3.66 to 3.42 eV with the increasing oxygen partial pressure.