Ceria-based solar-driven thermochemical conversion is a promising solution for efficient and sustainable hydrogen production. This is mainly due to the oxygen storage capacity (OSC) property of ceria (CeO2), which results from the fact that CeO2 can oxidise and reduce molecules. Oxygen vacancy defects can be rapidly formed and eliminated, giving CeO2 its high OSC. The ability to combine this unique material property with improvements in optical absorption, through the use of a novel light management structure geometry based on low-quality factor whispering-gallery resonant modes inside a spherical nanoshell structure, is a matter of great interest. The growth of spherical ceria nanoshells will support whispering-gallery resonant modes with enhanced light absorption, enabling an efficient solar thermal-driven process, while the nanostructure morphology will also lead to enhanced redox activity due to the large surface to volume ratio. These features will both lead to efficient solar-driven thermochemical hydrogen production. In this work, nanostructured CeO2 thin films are deposited by pulsed DC magnetron sputtering (PDCMS) and wet chemical techniques. The influences of using various gas ambients in the sputtering chamber on the films during deposition are studied. The film compositions, OSC, electrochemical and optical properties are characterised using several characterization techniques including: scanning electron microscopy (SEM), atomic force microscopy (AFM), x-ray diffraction (XRD), x-ray photoelectron spectroscopy (XPS), secondary ion mass spectrometry (SIMS), photoluminescence (PL) and ultraviolet and visible (UV-Vis) absorption spectroscopy. The film composition spectra shows a phase transition related to the transformation of Ce4+ to Ce3+ and indicates a chemically reduced state of CeO2. This transformation is due to both the sputtering process and gas ambient. TGA and electrochemical CV studies show that films deposited in an Ar atmosphere have a higher oxygen storage compared to films deposited in the presence of O2. Moreover, the effects of oxygen partial pressure and temperature during post-deposition annealing on the properties of PDCMS CeO2 thin films including crystalline structure, grain size and, shape and optical properties are investigated and it is shown that these quantities play important roles influencing the size and shape of the nanocrystals. Finally ZnO and CeO2 coated ZnO spherical nanoshell structures were successfully engineered and their optical absorption properties are extensively studied.