Abstract: The photocatalytic properties of CeO2–Nb2O5 photocatalysts in heterogeneous photocatalysis (under ultraviolet and visible radiation) and in Fenton-like process were reported. Methylene blue dye (MB) and phenol (Ph) were used as models of pollutant molecules for these reactions, and the photocatalysts were characterized by X-ray diffraction (XRD), diffuse reflectance spectroscopy (DRS), scanning electron microscopy (SEM), energy-dispersive X-ray spectroscopy (EDX) and thermally stimulated luminescence (TL). The results indicated that the addition of CeO2 (0.3 wt%, 1.0 wt% and 2.0 wt%) to Nb2O5 sensitized the resultant materials, increasing light absorption in the visible region. However, there is a suitable formulation of CeO2–Nb2O5 photocatalysts to improve each photocatalytic process. In heterogeneous photocatalysis, the addition of small CeO2 quantities to Nb2O5 was enough to improve the photocatalytic activity of CeO2–Nb2O5 photocatalysts (The best composition reported was CeO2 0.3 wt%.). The effectiveness of the catalyst was explained by the decrease in the number of trapping and luminescence centers in the conduction band of the material after the addition of CeO2 to Nb2O5, but a large amount of CeO2 decreased the number of trapping, luminescent and active centers to a large extent. Contrarily, in a Fenton-like process, the addition of CeO2 to Nb2O5 was favorable in all the proportions studied. (The best composition was 2.0 wt% CeO2.) In this case, the effectiveness was explained by the influence of the adsorption process (adsorption-triggered process), and the interactions between H2O2 and Ce3+ of the CeO2 in each photocatalyst thus formed surface peroxide species O22−, which induced the removal of the organic molecules under visible light. Graphical abstract: [Figure not available: see fulltext.].