The magnetism driven by cation defects in undoped CeO2 bulk and thin films is studied by the density functional theory corrected for on-site Coulomb interactions (DFT+U) with U = 5 eV for the Ce4f states and U = 7 eV for the O2p states. It is found that the Ce vacancies can induce a magnetic moment of the -4 gB/supercell, which arises mainly from the 2p hole state of the nearest neighbouring O atom (-1μB on per oxygen) to the Ce vacancy. The effect of the methodology is investigated, indicating that U = 7 eV for the O2p state is necessary to obtain the localized O2p hole state in defective ceria with cation vacancies.