Ceria-alumina particles of a wide variety of structures, from micrometer-sized hollow spheres to nanoparticles, were produced from aerosols of different natures, but all derived from nitrate salts passed through a low power (<1000 W) atmospheric pressure plasma torch. The amount of water present with the nitrate salts was found to significantly affect the morphology of the resulting material. A model was proposed that explains the mechanism in which water acts as a blowing agent to create hollow metal oxide spheres that then shatter to form metal oxide nanoparticles. Further examination of the nanoparticles revealed that they display a core/shell morphology in which the core material is crystalline CeO2 and the shell material is amorphous Al2O3. These unique core/shell materials are interesting candidates for catalyst support materials with high thermal durability. In addition, experiments have shown that the nanoparticles can be readily converted into CeAlO3 perovskite.