Ce_1−xPr_xO_2−δ (0 ≤ x ≤ 0.4) nanocrystals were synthesized by self-propagating method and thoroughly characterized using X-ray diffraction, Raman and X-ray photoelectron spectroscopy and magnetic measurements. Undoped CeO₂ nanocrystals exhibited intrinsic ferromagnetism at room temperature. Despite the increased concentration of oxygen vacancies in doped samples, our results showed that ferromagnetic ordering rapidly degrades with Pr doping. The suppression of ferromagnetism can be explained in terms of the different dopant valence state, the different nature of the vacancies formed in Pr-doped samples and their ability/disability to establish the ferromagnetic ordering.