Nano fuels with mass concentration of 50 and 100 mg/L was prepared by two-step method, using cerium oxide (CeO₂) nano particles with mean diameter of 20 nm and taking oleic acid as surfactant, which were named as Ce50 and Ce100 fuel. Some basic physical parameters such as density, viscosity and surface tension of fuel blends were measured. The developing process of fuel injection was captured with images on the high-pressure common rail spray measuring system; then the spray penetration length and cone angle were obtained after the spray images being processed with Matlab software. It is revealed that, compared with diesel, the viscosities of Ce50 and Ce100 nano-fuel blends were increased by 2.1% and 4.7%, respectively, while the density and surface tension were augmented slightly. Almost at each moment of the spray proceeding under one specified injection pressure, the nano-fuel exhibits longer spray penetration length and slightly smaller cone angle than diesel. Compared with diesel, the spray penetration of Ce50 Nano-fuel was increased by 1.4, 1.9 and 2.4 mm and the spray penetration length of Ce100 Nano-fuel was increased by 2.9, 2.9 and 3.7 mm, respectively, at the injection pressure of 80, 120 and 160 MPa under the ambient pressure of 2 MPa. With the rise of injection pressure, the differences in both spray penetration length and cone angle between nano-fuel and diesel are magnified. When the ambient pressure increases, the spray penetration is shortened and the cone angle is magnified; the differences of the spray penetration and the cone angle between diesel and nano-fuel with different mass concentrations are reduced.