Rh/ceria catalysts were synthesized by flame spray pyrolysis for high temperature water gas shift (WGS) reactions. These catalysts show a high specific surface area due to a high degree of nanocrystallinity. X-ray absorption spectroscopy (XAS) unraveled the formation of small Rh particles under WGS reaction conditions. The catalytic activity was examined at atmospheric pressure by measuring CO conversion as a function of temperature. Some methane formation was observed above 310 °C.