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Understanding the origin of the magnetism in diluted magnetic semiconductors produced by doping non-magnetic semiconductors with transition metal ions is actually a subject of interest. Most reported models for the observed magnetic behaviour are based on the interaction among magnetic impurities which can be mediated by oxygen, oxygen vacancies or by free carriers. Then, oxygen vacancies may have a great influence on the magnetic properties of these compounds. Since oxygen vacancy concentration can be modified by adequate thermal treatment, in this work we study the influence of treatments performed under different atmospheres on SnO2 doped with 10 at.% of Fe. The doping was done by milling a stoichiometric mixture of a-Fe2O3 and rutile SnO2 during two hours. One third of the resulting material was thermally treated in air and another third in vacuum, at 773 K. No significant differences between the treated samples and the as prepared one were observed by X-ray diffraction. All diffraction patterns showed the rutile SnO2 structure. In the 57Fe Mossbauer spectra, the as prepared sample presents two distributed paramagnetic signals corresponding to different oxidation states of iron (2+ and 3+). The spectrum corresponding to the air treated sample corresponds to ~85 % of the iron atoms in the Fe3+ paramagnetic interaction and the rest in hematite phase. In the vacuum treated sample 2+ and 3+ paramagnetic signals alike to those observed in the as prepared sample are present, although broadened, along with a very distributed magnetic one. The three samples have different magnetic behaviours. Two components are observed in all hysteresis loops, one ferromagnetic and the other paramagnetic or superparamagnetic. The results indicate a strong dependence of the magnetic behaviour with the condition of thermal synthesis, and will be discussed in relation to the oxygen vacancy effect