The moment method in statistical (SMM) dynamics is used to study the thermodynamic quantities of CeO2 thin films taking into account the anharmonicity effects of lattice vibration and the influence of high pressure. The nearest neighbor distance and the thermal expansion coefficient of the CeO2 thin films are calculated as a function of temperature and pressure. The SMM calculations are performed using the Buckingham potential for CeO2 thin films. In the present study, the influence of temperature, pressure and thickness on the thermodynamic quantities of CeO2 thin film have also been studied, using three different interatomic potentials. The authors discuss the temperature, pressure and thickness dependences of the thermodynamic quantities of CeO2 thin films and compare our calculated results with experimental results.