The preparation of CeO2 buffer layers on r-cut sapphire substrates by in situ two-temperature process and Tl-2212 superconducting films has been studied. The results of XPS and AFM show that this simple process of growing buffer layer produces CeO2 film with smooth surface, which can hold back the diffusion of Al from sapphire into Tl-2212 film. The 530 nm thick Tl-2212 films grown on the CeO2 buffer layers subsequently possess excellent electrical property. The films have a high transition temperature （Tc =108.2 K）, a high critical current density （Ｊc=6.58 MA/cm2at 77 K and zero applied magnetic field） and a low surface resistance （Rs=185 μΩ at 10 GHz and 77 K）, and their superconductivity can be improved significantly.