The development of YBa2Cu3O7 (YBCO) thick films on a flexible, textured, metallic substrate has recently attracted considerable scientific and technical interest. It is well known that the interfacial microstructure plays an important role on the formation and alignment of the YBCO films. Thus, understanding the evolution of the phases near the substrate interface will help us to improve the quality of the films. In this study, BaF2, Cu, and Y were deposited on the (001) CeO2/LaAlO3 substrates without external heating in vacuum. Subsequently, a series of these films were annealed at 735°C for preselected time periods and then quenched. Similar to YBCO films on SrTiO3 substrates, (Ba, Y, Cu)(F,O)2 (precursor) and Cu2O phases were formed after annealing for 10 minutes. After 12 hours annealing, the formation of YBCO film was completed.