The results of the calculation of the energy band structure and luminescent research of CeF3 crystals are presented. The existence of two 5d1 and 5d2 subbands of the conduction band genetically derived from 5d states of Ce3+ ions with different effective electron masses of 4.9 me and 0.9 me, respectively, is revealed. The large electron effective mass in the 5d1 subband facilitates the localization of electronic excitations forming the 4f-5d cerium Frenkel self-trapped excitons responsible for the CeF3 luminescence. The structure of the excitation spectra of the exciton luminescence peaked at 290 nm, and the defect luminescence at 340 nm confirms the aforementioned calculated features of the conduction band of CeF3 crystals. The peculiarities of the excitation spectra of the luminescence of CaF2:Ce crystals dependent on the cerium concentration are considered with respect to the phase formation possibility of CeF3.