CeO2 nanoparticles are potential anti-wear additives because of their outstanding anti-wear and load-bearing capacity. However, the shear-sintering tribo-film formation mechanism of oxide nanoparticles limits the tribo-film formation rate and thickness greatly. In this study, by compounding with zinc dioctyl dithiophosphate (ZDDP), ultra-fine CeO2 nanoparticles modified with oleylamine (OM) can quickly form 2 mu m ultra-thick tribo-film, which is 10-15 times thicker than that of ZDDP and CeO2, respectively. The ultra-thick tribo-film presents a nanocomposite structure with amorphous phosphate as binder and nano-CeO2 as filling phase, which leads to the highest loading capacity of composite additives. The results of adsorption experiments tested by dissipative quartz crystal microbalance (QCM-D) showed that the P-B value of additive has nothing to do with its equilibrium adsorption mass, but is directly proportional to its adsorption rate in 10 s. The compound additive of CeO2 and ZDDP presented the co-deposition mode of ZDDP monolayer rigid adsorption and CeO2 viscoelastic adsorption on the metal surface, which showed the highest adsorption rate in 10 s. It is found that the tribo-film must have high film forming rate and wear resistance at the same time in order to achieve super thickness. Cerium phosphate was formed from ZDDP and CeO2 through tribochemistry reaction, which promotes the formation of an ultra-thick tribo-film with nanocomposite structure, which not only maintains the low friction characteristics of CeO2, but also realizes high P-B and high load-carrying capacity.