The present invention provides a catalyst system for vehicle exhaust gas purification devices which exhibit excellent capacity of removing nitrogen oxide emissions from internal combustion engine exhaust gases when they are brought into contact with the catalyst even when hydrocarbon concentration in exhaust gases varies, exhaust gas purification device using the same and method for purification of exhaust gases. The catalyst system for vehicle exhaust gas purification devices comprises two or more exhaust gas purification catalysts including two different exhaust gas purification catalysts (first and second catalysts), each supported on an inorganic structural carrier and disposed in an exhaust gas passage, wherein the first catalyst is located on the upstream side in the exhaust gas passage, and the second downstream-side catalyst contains a cerium/zirconium-base compound oxide (A), prepared by melting a starting mixture at its melting point or higher, the molten mixture being then cooled to produce an ingot and crushed.