The Ni-Zn/micro-CeO2 composite material and Ni-Zn/nano-CeO2 composite material were produced by electrodeposition method through adding micro- and nano-CeO2 particles in the Zn-Ni plating bath. The effects of the diameter and the concentration of the CeO2 particles on the microtopography, phase component, CeO2 content and the corrosion resistance of the Ni-Zn coating were studied. The result shows that when the concentration of the CeO2 particles is high, the Ni deposition is inhibited; The composite coatings are characterized with laminate morphology with good corrosion resistance. When the concentration of the nano-CeO2 particles is 10g/L, the major alloy phase is Ni2Zn11. Compared with the nano-composite coating, the CeO2 content is larger in the micro-CeO2 composite coating. But the corrosion resistance of the nano-CeO2 composite coating is larger than that of the micro-CeO2 ones.