Thin films of CeO(2) (both nominally pure and 10 mol% gadolinium-doped) grown via pulsed-laser deposition were studied. The electrical conductivity of the samples was measured as a function of thickness, temperature and oxygen partial pressure (pO(2)) using impedance spectroscopy. As expected, undoped CeO(2) exhibits electronic conductivity (with activation energy between 1.4 and 1.6 eV) whereas the highly doped samples are oxygen vacancy conductors (activation energy around 0.7 eV for epitaxial films). In order to investigate the influence of the nature of the substrate the thin films were grown on two different substrates, Al(2)O(3) (0001) and SiO(2) (0001), and compared. While the films grown on SiO(2) exhibit a microstructure characterized by columnar grains, the films grown on Al(2)O(3) are epitaxial. Notably, for films on both substrates the conductivity and activation energy vary with film thickness and exhibit remarkable differences when the films on different substrates are compared. In the case of the polycrystalline films (SiO(2) substrate), the space charge layer effects of the grain boundaries dominate over the substrate-film interface effect. In the case of the epitaxial films (Al(2)O(3) substrate), a small interface effect, probably due to a space charge layer or structural strain, is observed.