The nanoparticles of pure and Co doped CeO2 were synthesized by means of auto ignition combustion process. Phase purity and structure of the synthesized nanostructures were examined by X-ray diffraction analysis. Crystal structure and cell parameters were refined by Rietveld analysis. The modifications in the position of Raman peaks, intensityand linewidth of F2g mode can be associated with factors such as confinement of phonons, defects and non-homogeneous distribution of particle sizes which in turn results in fluctuations in phonon relaxation. The Z-scan technique in the open and closed aperture modes reveals the self-defocusing nature and third order nonlinearity of the samples as arising due to reverse saturable absorption. Z-scan studies brought to light that the NLO properties of the Co doped CeO2 nanoparticles were significantly magnified when compared to pure CeO2, the doping of Co increased the time of electron transfer and photon transition, suppressed the electron hole recombination, and prolonged the working time of the free carrier, finally magnifying the nonlinear optical properties of the nanoparticles. Photocatalytic activity study of methylene blue and eosin yellow dye on Co doped CeO2 NPs were carried out using solar irradiation. Percentage of dye degradation and the rate at which degradation occur were calculated. High percentage of degradation shown by Co doped CeO2 NPs on EY dye. Mechanism of degradation of MB and EY dyes under solar irradiation had studied. The mechanism reveals that transition metal doping improve the trapping of e--h+ recombination during solar irradiation. © 2020 Elsevier Ltd and Techna Group S.r.l.