Dopant-induced structural differences and defects in Sm doped CeO2 nanoparticles (NPs) exhibiting room temperature ferromagnetism were investigated by complementary spectroscopic analysis, including X-ray Absorption Spectroscopy, Extended X-Ray Absorption Fine Structure analysis, Raman spectroscopy and atomically resolved Scanning Transmission Electron Microscopy-Electron Energy Loss Spectroscopy (STEM-EELS). The CeO2 NPs were prepared by precipitation methods with Sm/Ce ratios ranging from 0 to 0.17 and with typical sizes from 2 to 4 nanometers. These results demonstrated that the nature and the distributions of defects strongly depend on the concentrations of the dopants. Two regimes in the formation of these (Ce1-x, Smx)O2-δ NPs were observed. At lower dopant levels (x < 7%), Sm(3+) atoms mainly replace the Ce atoms in the (Ce(3+)-O(2-) vacancy) complexes which are present in ceria NPs. The dopants are unambiguously observed and localized as diluted by real space STEM-EELS spectromicroscopy done with atomic sensitivity. Nevertheless, this substitution induces a strong structural rearrangement and some Sm dopants are also observed as interstitials in association with Ce vacancies. At higher doping concentrations (x > 7%), a Sm rich phase in association with a high amount of oxygen vacancies is observed at the surface of the particles. It results in the formation of core-shell type nanoparticles with crystallographic continuities where a Sm doped CeO2-δ core is surrounded by a layer of typical (Ce0.7, Sm0.3)2O3 composition.