Iron doped CeO2 nanoparticles with doping concentrations between 0 and 30 mol% were synthesized by the co-precipitation method for potential application as a pigmented ultraviolet filtration material. Each sample was calcined in air and in argon. The iron solubility limit in the CeO2 lattice was found to be between 10 and 20 mol%. Raman spectroscopy results revealed that both iron doping and argon calcination increase the concentration of oxygen vacancies in the CeO2 lattice. Iron doping causes a blue-shift of the absorbance spectrum, which can be linked to the decreased crystallite size, as obtained by XRD peak broadening using the Scherrer formula. The undoped samples showed weak ferromagnetic behaviour whereas the doped samples were all paramagnetic.