Cerium oxide (CeO₂) nanoparticles have been used to modify properties of an epoxy matrix in order to improve the ultra-violet (UV) absorption property of epoxy thin films. The interdependence of mechanical properties, UV absorption property and the dispersed concentration of CeO₂ nanoparticles was investigated. Results showed that, by increasing the dispersed concentration of CeO₂ nanoparticles up to 3 wt%, tensile modulus increases while two other mechanical properties, namely tensile strength and elongation, decrease. The UV absorption peak and the absorption edges of the studied thin films were observed in the UV-Vis absorption spectra. By incorporating CeO₂ nanoparticles into the epoxy matrix, an absorption peak appears at around 318 nm in UV-Vis spectra with increasing CeO₂ concentration from 0.1 to 1.0 wt%. Scanning electron microscopy (SEM) images revealed that a good dispersion of nanoparticles in the epoxy matrix by an ultrasonic method was achieved.