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 μm 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.