The electrochemical reduction of O2 in a dimethyl sulfoxide (DMSO) solution onto a glassy carbon substrate at 423 K has been studied. Electrochemical potentiodynamic studies show that the reduction process is controlled by O2 diffusion and reveal a two-step mechanism. The first one corresponds to an electrochemical step which gives the superoxide ion that, in a second chemical step, forms the peroxide ions through a disproportion reaction. The proposed mechanism can be used for the formation of semiconductor CdO thin films. Here, results for CdO film formation, obtained in a direct way without the presence of Cd (OH)2 mixtures, are presented.