Nano-particles of Pr and Mn-doped ceria have been prepared by mixing nitrate solutions and hexamethylenetetramine as an oxidizing agent, and their thermal stability has been investigated. The particle size was evaluated by means of XRD, BET and dynamic light scattering techniques. The particle size of Pr and Mn-doped ceria was found to be approximately 3 nm as prepared. Even though the particle size of doped ceria increases with increasing annealing temperature, the size of less than 15 nm was kept after annealing at 600°C for 10 h. On the other hand, the lattice constant of nano-sized ceria, for example 0.544 nm for 3 nm-size particles, decreases and reaches to the value of bulk material (0.541 nm) as annealing temperature increases. This suggests that the valence state of cerium and the amount of oxygen vacancies strongly depend on the particle size.