The preparation and superconductivity of Tl-2212 films grown on CeO2-buffered MgO substrates were investigated. AFM showed that the annealing of MgO substrates remarkably improved their crystal quality of surface layers, and led to the surface morphology of substrates evolving into unattached outgrowth structure with ultra-smooth surface. XRD measurements showed that CeO2 buffer layers grown on MgO annealed at the suitable conditions were pure (00l) phase. The 500 nm thick Tl-2212 films grown on these CeO2 films subsequently possessed excellent c-axis orientation and superconductivity. The best Tl-2212 film reached a low surface resistance of about 324 μΩ (10 GHz, 77 K), a critical current density as high as 3.5 MA/cm2 (77 K, 0 T) and a critical transition temperature of about 108.4 K.