PbO2–CeO2 nanocomposite electrodes were prepared by pulse electrodeposition method in the lead nitrate solution containing CeO2 nanoparticles with different peak current density. The content of CeO2 nanoparticles in the electrodes increase with the increase of peak current density. The effects of peak current density on the morphology and structure of PbO2–CeO2 nanocomposite electrodes were studied by scanning electron microscopy (SEM) and X-ray diffraction (XRD), respectively. The SEM and XRD results show that the increase of peak current density can make the morphology finer and more compact, and the crystal size decreases with the increase of peak current density. The oxygen evolution overpotential and stability of PbO2–CeO2 nanocomposite electrodes enhance with the increase of peak current density. The electrocatalytic property of PbO2–CeO2 nanocomposite electrodes was examined for the electrochemical oxidation of rhodamine B (RhB). The results show that the RhB removal efficiency on PbO2–CeO2 nanocomposite electrodes increase with the increase of peak current density, which can be attributed to the higher oxygen evolution overpotential and CeO2 content in the composite electrodes.