Several studies on electrocatalytic materials have made substantial progress, and it is essential to enhance the catalytic activity of these materials. CeO₂-based materials have emerged as predominant candidates for electrocatalysis, such as the excellent performance of Ni/CeO₂ interfacial nanostructures on highly conductive carbon nanotubes. First, we provide a comprehensive review of the catalytic performance of varied of CeO₂-based materials (nanostructured, supported, doped, hybrid, coated, amorphous CeO₂-based materials) and the electrocatalytic mechanisms. Furthermore, we introduce two strategies to achieve better catalytic performance, which are increasing the number of active sites and increasing the intrinsic activity of each active site, providing reasonable guidance for the development of enhanced catalysts. Finally, we discuss the limitations and challenges of CeO₂-based materials, followed by their present status and prospects for future research. We believe that this review will be helpful for researchers and scientists who are seeking promising electrocatalytic materials and useful electrocatalyst development strategies.