The lattice dynamics, thermodynamic properties and thermal transport properties of CeO₂ are calculated by the finite displacement method and the Boltzmann equation based on density functional theory. The calculated results are in good agreement with the corresponding experimental results. The important role of optical phonons in enhancing the lattice anharmonicity and phonon scattering rates is revealed by analyzing the vibration frequency, Grüneisen coefficient and scattering rate of all phonon modes. Moreover, by calculating the relationship between the cumulative lattice thermal conductivity and the phonon free path, it is found that the thermal conductivity of CeO₂ is mainly contributed by phonons with a phonon free path between 1 and 10 nm.