For the fabrication of YBa$_2$Cu$_3$O$_{x}$ thick film using diffusion process between $Y_3$BaCuO$_{5}$ and BaO+CuO, each material was selected as substrate and doping material. In this paper, we investigated the characteristic of YBa$_2$Cu$_3$O$_{x}$ thick film due to both addition of CeO$_2$into substrate and initial particle size of doping material. Through X-ray diffraction patterns and SEM photographs, the variation of composition and thickness of the formed phase was observed. It was from the experiment obtained that the addition of CeO$_2$into $Y_2$BaCuO$_{5}$ substrate and the initial particle size of doping material play important part in promoting the reaction between substrate and doping material.aterial.