In-situ high-pressure X-ray diffraction and Raman spectroscopies have been performed on well-shaped CeO2 nano-octahedrons enclosed by eight (111) planes. The CeO2 nano-octahedrons are shown to be more stable than their bulk counterparts and some other reported CeO2 nanocrystals of smaller size. The transition pressure from cubic to orthorhombic phase is approximately 10 GPa higher than that of 12 nm CeO2 nanocrystals even though they have similar volume expansion at ambient conditions. Additionally, the phase transition to 伪-PbCl2 phase is very sluggish and uncompleted even up to 55 GPa. The TEM image of the sample after decompression from 55 GPa clearly shows that the nano-octahedrons preserve the starting shape. Such distinct high-pressure behaviors in CeO2 nano-octahedrons have been discussed in terms of their special exposure surface. Further analysis shows that the lower compressibility of the exposed (111) planes in the nano-octahedrons is believed to be the major factor to the elevation of the phase transition pressure and the sluggishness of the transition.