In this work, a mixture of ZnO and CeO2 powders are subjected to a milling procedure to monitor the mechanical alloying processes. ZnO-CeO2 powders have been milled during 10 to 60 hours, and have been characterized by X-ray diffraction (XRD), UV-Vis absorption, Raman and photoluminescence spectroscopies, in order to study the present phases, the tensional state of material and particle sizes. The evolution of the phases presents with the time of milling, and the possible changes in the lattice parameter will help us to estimate the efficiency of the grinding process for obtaining Ce doped ZnO.