Cerium dioxide nanoparticles (CeO2 ENPs) are on the priority list of nanomaterials requiring evaluation. We performed in vitro assays on mature mouse oocytes incubated with CeO2 ENPs to study (1) physicochemical biotransformation of ENPs in culture medium; (2) ultrastructural interactions with follicular cells and oocytes using Transmission Electron Microscopy (TEM); (3) genotoxicity of CeO2 ENPs on follicular cells and oocytes using a comet assay. DNA damage was quantified as Olive Tail Moment. We show that ENPs aggregated, but their crystal structure remained stable in culture medium. TEM showed endocytosis of CeO2 ENP aggregates in follicular cells. In oocytes, CeO2 ENP aggregates were only observed around the zona pellucida (ZP). The comet assay revealed significant DNA damage in follicular cells. In oocytes, the comet assay showed a dose-related increase in DNA damage and a significant increase only at the highest concentrations. DNA damage decreased significantly both in follicular cells and in oocytes when an anti-oxidant agent was added in the culture medium. We hypothesise that at low concentrations of CeO2 ENPs oocytes could be protected against indirect oxidative stress due to a double defence system composed of follicular cells and ZP.