Modified poly(styrene-co-methyl acrylic acid) (P(St-co-MAA)) latex particles were first fabricated via soap-free emulsion polymerization followed by surface carboxyl oxidization, and then P(St-co-MAA)/CeO₂ composite microspheres were prepared through the in situ chemical deposition of CeO₂ nanoparticles in the presence of hydrogen peroxide. Then, these microspheres were used to catalyze the oxidative degradation of methyl orange (MO) by H₂O₂. The preparation processes were monitored with Fourier transform infrared spectroscopy (FT-IR) and fluorescence spectrophotometry, and the morphology of the composite microspheres was characterized by transmission electron microscopy (TEM) and scanning electron microscopy (SEM). Powder X-ray diffraction (XRD) and nitrogen adsorption–desorption isotherms (BET) were employed to characterize the structure and specific surface area of the composite microspheres, respectively. Results showed that the recipe and pH had significant effects on the morphology of the composite microspheres. When the mass ratio of P(St-co-MAA), H₂O₂ and water was 0.1 : 0.4 : 9.6, uniform P(St-co-MAA)/CeO₂ composite microspheres were obtained at pH 6.0 using 0.02 mol L⁻¹ of cerous nitrate. UV-Vis absorption analysis indicated that the apparent rate of MO degradation catalyzed by the composite microspheres was up to 0.0330 min⁻¹, which was 15.7 times that of commercial CeO₂. Reusability tests proved that the activity of the composites remained unchanged after 4 cycles. The mechanism of the formation of P(St-co-MAA)/CeO₂ composite microspheres was proposed.