The real/atomic structure of single phase homogeneous nanocrystalline Ce0.5Zr0.5O2±δ oxides prepared by a modified Pechini route and Ni-loaded catalysts of methane dry reforming on their bases was studied by a combination of neutron diffraction, synchrotron X-ray diffraction, total X-ray scattering and X-ray absorption spectroscopy. The effects of sintering temperature and pretreatment in H2 were elucidated. The structure of the mixed oxides corresponds to a tetragonal space group indicating a homogeneous distribution of Ce and Zr cations in the lattice. A pronounced disordering of the oxygen sublattice was revealed by neutron diffraction, supposedly due to incorporation of water into the structure when in contact with air promoted by the generation of anion vacancies in the lattice after reduction or calcination at high temperatures. However, such disordering has not resulted in any occupation of the oxygen interstitial positions in the bulk of the nanodomains.