QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-21449

Nuveen Municipal High Income Opportunity Fund
(Exact name of registrant as specified in charter)

333 West Wacker Drive, Chicago, Illinois 60606
(Address of principal executive offices) (Zip code)

Jessica R. Droeger—Vice President and Secretary
333 West Wacker Drive, Chicago, Illinois 60606
(Name and address of agent for service)

Registrant's telephone number, including area code: 312-917-7700

Date of fiscal year end: 10/31

Date of reporting period: 01/31/05

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Schedule of Investments

Portfolio of Investments (Unaudited)
Nuveen Municipal High Income Opportunity Fund (NMZ)
January 31, 2005

	Principal		Optional Call		Market
	Amount (000)	Description⁽¹⁾	Provisions*	Ratings**	Value

		Alabama - 2.4% (1.7% of Total Investments)

$	2,000	Baldwin County Eastern Shore Healthcare Authority, Alabama, Hospital Revenue Bonds, Thomas	4/06 at 102.00	BBB-	$ 2,072,140
		Hospital, Series 1996, 6.750%, 4/01/15

	6,200	Baldwin County Eastern Shore Healthcare Authority, Alabama, Hospital Revenue Bonds, Thomas	4/08 at 102.00	BBB-	6,204,340
		Hospital, Series 1998, 5.750%, 4/01/27

		Arizona - 4.6% (3.3% of Total Investments)

	594	Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, Special Assessment Lien	7/10 at 102.00	N/R	658,972
		Bonds, Series 2001A, 7.875%, 7/01/25

	6,720	Maricopa County Industrial Development Authority, Arizona, Senior Living Facility Revenue Bonds,	1/11 at 103.00	BBB	6,755,414
		Christian Care Mesa II Inc., Series 2004A, 6.625%, 1/01/34 (Alternative Minimum Tax)

		Phoenix Industrial Development Authority, Arizona, Educational Revenue Bonds, Keystone Montessori
		School, Series 2004A:
	350	6.375%, 11/01/13	11/11 at 103.00	N/R	353,927
	790	7.250%, 11/01/23	11/11 at 103.00	N/R	801,732
	1,715	7.500%, 11/01/33	11/11 at 103.00	N/R	1,740,108

	550	Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Noah Webster	12/14 at 100.00	BBB-	552,987
		Basic Schools Inc., Series 2004, 6.125%, 12/15/34

	1,645	Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Heritage	7/14 at 100.00	N/R	1,682,013
		Elementary School, Series 2004, 7.500%, 7/01/34

		Pima County Industrial Development Authority, Arizona, Charter School Revenue Bonds, Pointe
		Educational Services Charter School, Series 2004:
	500	6.250%, 7/01/14	No Opt. Call	N/R	506,710
	1,000	7.125%, 7/01/24	7/14 at 100.00	N/R	1,012,900

	1,150	Pinal County Industrial Development Authority, Arizona, Correctional Facilities Contract Revenue	10/12 at 100.00	A	1,198,518
		Bonds, Florence West Prison LLC, Series 2002A, 5.250%, 10/01/22 - ACA Insured

	1,000	Tucson Industrial Development Authority, Arizona, Charter School Revenue Bonds, Arizona	9/14 at 100.00	BBB-	1,003,580
		Agribusiness and Equine Center Charter School, Series 2004A, 5.850%, 9/01/24

		California - 19.5% (13.6% of Total Investments)

	8,000	Alameda Public Finance Authority, California, Revenue Bond Anticipation Notes, Alameda Power and	No Opt. Call	N/R	8,081,120
		Telecom, Series 2004, 7.000%, 6/01/09

	500	California Health Facilities Financing Authority, Health Facility Revenue Bonds, Catholic	No Opt. Call	BBB+	525,920
		Healthcare West, Series 2004I, 4.950%, 7/01/26 (Mandatory put 7/01/14)

	1,100	California Health Facilities Financing Authority, Hospital Revenue Bonds, Downey Community	5/05 at 100.00	BB+	1,084,798
		Hospital, Series 1993, 5.750%, 5/15/15

	3,360	California, General Obligation Bonds, Series 2003, 5.000%, 11/01/21	11/13 at 100.00	A	3,596,846

	3,500	California, General Obligation Bonds, Series 2004, 5.100%, 2/01/34	2/09 at 100.00	A	3,569,055

		California State Public Works Board, Lease Revenue Bonds, Department of General Services, Series
		2003D:
	1,090	5.000%, 6/01/21	12/13 at 100.00	A-	1,159,945
	1,170	5.100%, 6/01/23	12/13 at 100.00	A-	1,245,114

	3,000	California State Public Works Board, Lease Revenue Bonds, Department of Mental Health, Coalinga	6/14 at 100.00	A-	3,123,570
		State Hospital, Series 2004A, 5.000%, 6/01/25

	1,025	California Statewide Community Development Authority, Subordinate Lien Multifamily Housing Revenue	1/14 at 100.00	N/R	1,043,009
		Bonds, Corona Park Apartments, Series 2004I-S, 7.750%, 1/01/34 (Alternative Minimum Tax)

	3,800	California Statewide Community Development Authority, Senior Lien Revenue Bonds, East Valley	10/15 at 103.00	N/R	4,176,504
		Tourist Authority, Series 2003B, 9.250%, 10/01/20

	2,925	California Statewide Community Development Authority, Revenue Bonds, Epidaurus Project, Series	3/14 at 102.00	N/R	2,993,006
		2004A, 7.750%, 3/01/34

	1,000	Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed	6/13 at 100.00	BBB	1,119,220
		Revenue Bonds, Series 2003A-2, 7.900%, 6/01/42

	5,500	Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds,	6/13 at 100.00	BBB	5,597,680
		Series 2003A-1, 6.750%, 6/01/39

	4,975	Golden State Tobacco Securitization Corporation, California, Enhanced Tobacco Settlement	6/13 at 100.00	A-	5,386,980
		Asset-Backed Bonds, Series 2003B, 5.625%, 6/01/33

		Huntington Beach, California, Special Tax Bonds, Community Facilities District 2003-1, Huntington
		Center, Series 2004:
	500	5.800%, 9/01/23	9/14 at 100.00	N/R	512,715
	1,000	5.850%, 9/01/33	9/14 at 100.00	N/R	1,023,880

	2,500	Independent Cities Lease Finance Authority, California, Revenue Bonds, El Granada Mobile Home Park,	5/14 at 100.00	N/R	2,621,575
		Series 2004A, 6.450%, 5/15/44

	1,015	Independent Cities Lease Finance Authority, California, Subordinate Lien Revenue Bonds, El Granada	5/14 at 100.00	N/R	1,031,484
		Mobile Home Park, Series 2004B, 6.500%, 5/15/44

	1,200	Lake Elsinore, California, Special Tax Bonds, Community Facilities District 2003-2 Improvement Area	9/13 at 102.00	N/R	1,216,392
		A, Canyon Hills, Series 2004A, 5.950%, 9/01/34

	3,400	Lee Lake Water District, Riverside County, California, Special Tax Bonds, Community Facilities	9/13 at 102.00	N/R	3,500,708
		District 3, Series 2004, 5.950%, 9/01/34

	300	Los Angeles Regional Airports Improvement Corporation, California, Sublease Revenue Bonds, Los	12/12 at 102.00	B-	297,906
		Angeles International Airport, American Airlines Inc. Terminal 4 Project, Series 2002B, 7.500%,
		12/01/24 (Alternative Minimum Tax)

	1,250	Los Angeles Regional Airports Improvement Corporation, California, Sublease Revenue Bonds, Los	12/12 at 102.00	B-	1,241,275
		Angeles International Airport, American Airlines Inc. Terminal 4 Project, Series 2002C, 7.500%,
		12/01/24 (Alternative Minimum Tax)

		Moreno Valley Unified School District, Riverside County, California, Special Tax Bonds, Community
		Facilities District, Series 2004:
	800	5.550%, 9/01/29	9/05 at 102.00	N/R	806,168
	1,250	5.650%, 9/01/34	9/05 at 102.00	N/R	1,261,438

	1,555	Murrieta Valley Unified School District, Riverside County, California, Special Tax Bonds, Community	9/11 at 100.00	N/R	1,537,740
		Facilities District 2000-1, Series 2004B, 5.300%, 9/01/34

	1,000	Oceanside, California, Special Tax Revenue Bonds, Morro Hills Community Facilities District, Series	3/14 at 100.00	N/R	1,030,240
		2004, 5.750%, 9/01/28

		Orange County, California, Special Tax Bonds, Community Facilities District 03-1 of Ladera Ranch,
		Series 2004A:
	500	5.500%, 8/15/23	8/12 at 101.00	N/R	515,265
	1,625	5.600%, 8/15/28	8/12 at 101.00	N/R	1,672,141
	1,000	5.625%, 8/15/34	8/12 at 101.00	N/R	1,030,720

	2,250	San Diego County, California, Certificates of Participation, Developmental Services Foundation,	9/12 at 100.00	BBB-	2,275,583
		Series 2002, 5.500%, 9/01/27

	3,895	West Patterson Financing Authority, California, Special Tax Bonds, Community Facilities District	9/13 at 103.00	N/R	3,997,166
		2001-1, Series 2004A, 6.125%, 9/01/39

		Colorado - 9.5% (6.7% of Total Investments)

	925	Bradburn Metropolitan District 3, Colorado, General Obligation Bonds, Series 2003, 7.500%,	12/13 at 101.00	N/R	953,046
		12/01/33

	5,600	Buffalo Ridge Metropolitan District, Colorado, Limited Obligation Assessment Bonds, Series 2003,	12/13 at 101.00	N/R	5,769,792
		7.500%, 12/01/33

	925	Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Compass	7/10 at 100.00	N/R	948,828
		Montessori Charter School, Series 2000, 7.750%, 7/15/31

	650	Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Bromley East	9/11 at 100.00	Ba1	656,780
		Charter School, Series 2000A, 7.250%, 9/15/30

	400	Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Academy	12/10 at 101.00	BBB	436,460
		Charter School- Douglas County School District Re. 1, Series 2000, 6.875%, 12/15/20

	1,450	Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Weld County	6/11 at 100.00	Ba1	1,507,826
		School District 6 - Frontier Academy, Series 2001, 7.250%, 6/01/20

	1,822	Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Jefferson	2/12 at 100.00	N/R	1,904,373
		County School District R-1 - Compass Montessori Secondary School, Series 2002, 8.000%, 2/15/32

	3,500	Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Denver Arts	5/14 at 101.00	N/R	3,650,955
		and Technology Academy, Series 2003, 8.000%, 5/01/34

		Colorado Educational and Cultural Facilities Authority, Charter School Revenue Bonds, Excel Academy
		Charter School, Series 2003:
	500	7.300%, 12/01/23	12/13 at 100.00	N/R	514,995
	875	7.500%, 12/01/33	12/13 at 100.00	N/R	901,023

	1,500	Colorado Educational and Cultural Facilities Authority, Independent School Improvement Revenue	6/14 at 100.00	N/R	1,556,790
		Bonds, Heritage Christian School of Northern Colorado, Series 2004A, 7.500%, 6/01/34

	2,000	Colorado Educational and Cultural Facilities Authority, Revenue Bonds, Colorado Lutheran High	6/14 at 100.00	N/R	2,008,340
		School Association, Series 2004A, 7.500%, 6/01/24

	1,000	Colorado Housing and Finance Authority, Multifamily Project Bonds, Class II Series 2002C-6,	10/12 at 100.00	AA	1,033,500
		5.300%, 10/01/42

	4,300	Denver Health and Hospitals Authority, Colorado, Revenue Bonds, Series 2004A, 6.250%, 12/01/33	12/14 at 100.00	BBB	4,676,594

	1,000	Denver City and County, Colorado, FHA-Insured Multifamily Housing Mortgage Loan Revenue Bonds,	7/08 at 102.00	AAA	1,031,930
		Garden Court Community Project, Series 1998, 5.400%, 7/01/39

	800	Eagle County Air Terminal Corporation, Colorado, Airport Terminal Revenue Bonds, Series 1996,	5/06 at 101.00	N/R	816,912
		7.500%, 5/01/21 (Alternative Minimum Tax)

	1,250	Mesa County, Colorado, Residential Care Facilities Mortgage Revenue Bonds, Hilltop Community	12/11 at 101.00	AA	1,338,138
		Resources Inc. Obligated Group, Series 2001A, 5.250%, 12/01/21 - RAAI Insured

	2,000	Park Creek Metropolitan District, Colorado, Limited Tax Obligation Revenue Bonds, Series 2003CR-2,	No Opt. Call	N/R	2,103,340
		7.875%, 12/01/32 (Mandatory put 12/01/13)

		Tallyn's Reach Metropolitan District 2, Aurora, Colorado, Limited Tax General Obligation Bonds,
		Series 2004:
	250	6.000%, 12/01/18	12/13 at 100.00	N/R	251,080
	315	6.375%, 12/01/23	12/13 at 100.00	N/R	316,336

		Tallyn's Reach Metropolitan District 3, Aurora, Colorado, Limited Tax General Obligation Bonds,
		Series 2004:
	500	6.625%, 12/01/23	12/13 at 100.00	N/R	502,095
	500	6.750%, 12/01/33	12/13 at 100.00	N/R	502,080

		Connecticut - 0.3% (0.2% of Total Investments)

	1,025	Eastern Connecticut Resource Recovery Authority, Solid Waste Revenue Bonds, Wheelabrator Lisbon	7/05 at 100.00	BBB	1,038,018
		Project, Series 1993A, 5.500%, 1/01/20 (Alternative Minimum Tax)

		Florida - 11.0% (7.7% of Total Investments)

	4,535	Bartram Springs Community Development District, Duval County, Florida, Special Assessment Bonds,	5/13 at 102.00	N/R	4,791,500
		Series 2003A, 6.650%, 5/01/34

	700	Broward County, Florida, Airport Facility Revenue Bonds, Learjet Inc., Series 2000, 7.500%,	11/14 at 101.00	BBB-	792,547
		11/01/20 (Alternative Minimum Tax)

	3,000	Capital Trust Agency, Florida, Revenue Bonds, Seminole Tribe Convention Center, Series 2002A,	10/12 at 102.00	N/R	3,415,560
		10.000%, 10/01/33

	1,195	Century Gardens Community Development District, Miami-Dade County, Florida, Special Assessment	5/14 at 101.00	N/R	1,196,243
		Revenue Bonds, Series 2004, 5.900%, 5/01/34

		Islands at Doral Northeast Community Development District, Miami-Dade County, Florida, Special
		Assessment Bonds, Series 2004:
	500	6.125%, 5/01/24	5/14 at 101.00	N/R	525,185
	450	6.250%, 5/01/34	5/14 at 101.00	N/R	470,565

	6,880	Lee County Industrial Development Authority, Florida, Multifamily Housing Revenue Bonds, Legacy at	No Opt. Call	A1	7,347,634
		Lehigh Project, Senior Series 2003A, 6.000%, 12/01/43

	645	Lexington Community Development District, Florida, Special Assessment Revenue Bonds, Series 2004,	5/14 at 101.00	N/R	660,706
		6.125%, 5/01/34

	4,000	MMA Financial CDD Junior Securitization Trust, Florida, Pass-Through Certificates, Class A, Series	11/07 at 100.00		4,014,320
		2003I, 8.000%, 11/01/13

	3,370	Meadowwoods Community Development District, Pasco County, Florida, Special Assessment Revenue	5/14 at 101.00	N/R	3,424,931
		Bonds, Series 2004A, 6.050%, 5/01/35

	1,000	Orlando Utilities Commission, Florida, Subordinate Lien Water and Electric Revenue Bonds, Series	No Opt. Call	Aa1***	1,256,210
		1989D, 6.750%, 10/01/17

	4,000	Palm Beach County Housing Finance Authority, Florida, Multifamily Housing Revenue Bonds, Lake	7/09 at 103.00	N/R	4,021,960
		Delray Apartments, Series 1999A, 6.400%, 1/01/31 (Alternative Minimum Tax)

	1,700	South-Dade Venture Community Development District, Florida, Special Assessment Revenue Bonds,	5/14 at 101.00	N/R	1,735,479
		Series 2004, 6.125%, 5/01/34

		Stonegate Community Development District, Florida, Special Assessment Revenue Bonds, Series 2004:
	500	6.000%, 5/01/24	5/14 at 101.00	N/R	510,500
	500	6.125%, 5/01/34	5/14 at 101.00	N/R	510,435

		Westchester Community Development District 1, Florida, Special Assessment Bonds, Series 2003:
	150	6.000%, 5/01/23	5/13 at 101.00	N/R	156,194
	3,750	6.125%, 5/01/35	5/13 at 101.00	N/R	3,897,113

		Georgia - 0.8% (0.6% of Total Investments)

	1,975	Fulton County Residential Care Facilities Authority, Georgia, Revenue Bonds, St. Anne's Terrace,	12/13 at 102.00	N/R	2,031,268
		Series 2003, 7.625%, 12/01/33

	900	Fulton County Residential Care Facilities Authority, Georgia, Revenue Bonds, Canterbury Court,	2/09 at 100.00	N/R	901,827
		Series 2004A, 6.125%, 2/15/34

		Illinois - 10.3% (7.2% of Total Investments)

	2,000	Chicago, Illinois, Certificates of Participation Tax Increment Revenue Notes, Chicago/Kingsbury	12/08 at 100.00	N/R	2,098,280
		Redevelopment Project, Series 2004A, 6.570%, 2/15/13

	1,400	Illinois Health Facilities Authority, Revenue Bonds, Midwest Physicians Group Ltd., Series 1998,	11/08 at 102.00	BB+	1,263,668
		5.500%, 11/15/19

	795	Illinois Health Facilities Authority, Revenue Bonds, Victory Health Services, Series 1997A,	8/07 at 101.00	Baa2	745,257
		5.750%, 8/15/27

	8,725	Illinois Health Facilities Authority, Revenue Bonds, Lake Forest Hospital, Series 2002A, 5.750%,	7/12 at 100.00	A-	9,192,224
		7/01/29

		Illinois Health Facilities Authority, FHA-Insured Mortgage Revenue Refunding Bonds, Sinai Health
		System, Series 2003:
	5,000	5.000%, 8/15/24	8/13 at 100.00	AAA	5,184,500
	10,000	5.100%, 8/15/33	8/13 at 100.00	AAA	10,259,400
	5,000	5.150%, 2/15/37	8/13 at 100.00	AAA	5,129,750

	305	Illinois Health Facilities Authority, Revenue Refunding Bonds, Proctor Community Hospital, Series	7/05 at 100.00	BB+	305,095
		1991, 7.375%, 1/01/23

	2,065	Plano Special Service Area 1, Illinois, Special Tax Bonds, Lakewood Springs, Series 2004A, 6.200%,	3/14 at 102.00	N/R	2,066,507
		3/01/34

		Indiana - 5.3% (3.8% of Total Investments)

	6,360	Carmel Redevelopment District, Indiana, Tax Increment Revenue Bonds, Series 2004A, 6.650%, 1/15/24	7/12 at 103.00	N/R	6,410,689

		Indiana Health Facility Financing Authority, Hospital Revenue Bonds, Community Foundation of
		Northwest Indiana, Series 2004A:
	500	6.250%, 3/01/25	3/14 at 101.00	BBB-	529,995
	2,500	6.000%, 3/01/34	3/14 at 101.00	BBB-	2,584,525

	7,445	Vincennes, Indiana, Economic Development Revenue Bonds, Southwest Indiana Regional Youth Village,	1/09 at 102.00	N/R	7,194,848
		Series 1999, 6.250%, 1/01/24

	1,935	Whitley County, Indiana, Solid Waste and Sewerage Disposal Revenue Bonds, Steel Dynamics Inc.,	11/10 at 102.00	N/R	2,050,345
		Series 1998, 7.250%, 11/01/18 (Alternative Minimum Tax)

		Kentucky - 0.7% (0.5% of Total Investments)

	2,875	Kenton County Airport Board, Kentucky, Special Facilities Revenue Bonds, Delta Air Lines Project,	No Opt. Call	CC	2,426,213
		Series 1992A, 7.500%, 2/01/20 (Alternative Minimum Tax)

		Louisiana - 6.6% (4.7% of Total Investments)

	3,405	Carter Plantation Community Development District, Livingston Parish, Louisiana, Special Assessment	11/05 at 100.00	N/R	3,400,437
		Bonds, Series 2004, 5.500%, 5/01/16

	8,500	Hodge, Louisiana, Combined Utility System Revenue Bonds, Stone Container Corporation, Series 2003,	No Opt. Call	B	10,077,940
		7.450%, 3/01/24 (Alternative Minimum Tax)

	2,630	Lafourche Parish Housing Authority, Louisiana, GNMA Collateralized Mortgage Loan Multifamily	1/11 at 105.00	AAA	2,969,717
		Mortgage Revenue Bonds, City Place II Apartments, Series 2001, 6.700%, 1/20/40

		Ouachita Parish Industrial Development Authority, Louisiana, Solid Waste Disposal Revenue Bonds,
		White Oaks Project, Series 2004A:
	865	8.250%, 3/01/19 (Alternative Minimum Tax)	3/10 at 102.00	N/R	893,761
	805	8.500%, 3/01/24 (Alternative Minimum Tax)	3/10 at 102.00	N/R	827,097

	5,125	St. James Parish, Louisiana, Solid Waste Disposal Revenue Bonds, Freeport McMoran Project, Series	No Opt. Call	N/R	5,132,944
		1992, 7.700%, 10/01/22 (Alternative Minimum Tax)

		Maine - 0.9% (0.6% of Total Investments)

	3,155	Portland Housing Development Corporation, Maine, Senior Living Section 8 Assisted Revenue Bonds,	2/14 at 102.00	Baa2	3,158,786
		Avesta Housing Development Corporation, Series 2004A, 6.000%, 2/01/34

		Maryland - 3.4% (2.4% of Total Investments)

	2,000	Maryland Energy Financing Administration, Revenue Bonds, AES Warrior Run Project, Series 1995,	9/05 at 102.00	N/R	2,047,300
		7.400%, 9/01/19 (Alternative Minimum Tax)

	3,800	Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Medstar Health, Series	8/14 at 100.00	Baa1	3,941,208
		2004, 5.500%, 8/15/33

	7,435	Prince George's County, Maryland, Revenue Refunding and Project Bonds, Dimensions Health	7/05 at 101.00	B3	5,845,620
		Corporation, Series 1994, 5.300%, 7/01/24

		Massachusetts - 1.5% (1.0% of Total Investments)

	1,350	Massachusetts Health and Educational Facilities Authority, Revenue Bonds, Northern Berkshire	7/14 at 100.00	BB	1,365,134
		Community Services Inc., Series 2004B, 6.375%, 7/01/34

	3,480	Massachusetts Housing Finance Agency, Rental Housing Mortgage Revenue Bonds, Series 2000H, 6.650%,	7/10 at 100.00	AAA	3,746,429
		7/01/41 (Alternative Minimum Tax) - MBIA Insured

		Michigan - 4.6% (3.2% of Total Investments)

	1,335	Countryside Charter School, Berrien County, Michigan, Charter School Revenue Bonds, Series 1999,	4/09 at 100.00	N/R	1,293,321
		7.000%, 4/01/29

	930	Countryside Charter School, Berrien County, Michigan, Charter School Revenue Bonds, Series 2000,	4/09 at 100.00	N/R	953,687
		8.000%, 4/01/29

	1,480	Detroit Local Development Finance Authority, Michigan, Tax Increment Bonds, Series 1998A, 5.500%,	5/09 at 101.00	BB-	1,291,685
		5/01/21

	3,500	Michigan State Hospital Finance Authority, Hospital Revenue Refunding Bonds, Detroit Medical Center	2/05 at 102.00	Ba3	3,246,670
		Obligated Group, Series 1993B, 5.500%, 8/15/23

	2,775	Nataki Talibah Schoolhouse, Wayne County, Michigan, Certificates of Participation, Series 2000,	6/10 at 102.00	N/R	2,942,222
		8.250%, 6/01/30

		Pontiac Hospital Finance Authority, Michigan, Hospital Revenue Refunding Bonds, NOMC Obligated
		Group, Series 1993:
	1,000	6.000%, 8/01/13	2/05 at 101.00	BB	948,380
	1,500	6.000%, 8/01/18	2/05 at 101.00	BB	1,327,290
	1,800	6.000%, 8/01/23	2/05 at 101.00	BB	1,554,732

	2,500	Saginaw Hospital Finance Authority, Michigan, Hospital Revenue Bonds, Covenant Medical Center,	7/14 at 100.00	A	2,598,325
		Series 2004G, 5.125%, 7/01/22

		Minnesota - 2.6% (1.9% of Total Investments)

		Minneapolis, Minnesota, Student Housing Revenue Bonds, Riverton Community Housing Project, Series
		2000:
	100	7.200%, 7/01/14	7/10 at 100.00	N/R	102,733
	100	7.300%, 7/01/15	7/10 at 100.00	N/R	102,726

	1,325	Ramsey, Anoka County, Minnesota, Charter School Lease Revenue Bonds, PACT Charter School, Series	6/14 at 102.00	N/R	1,350,586
		2004A, 6.750%, 12/01/33

	5,000	St. Louis Park, Minnesota, Revenue Bonds, Park Nicollet Health Services, Series 2003B, 5.250%,	7/14 at 100.00	A-	5,141,950
		7/01/30

	1,100	St. Paul Housing and Redevelopment Authority, Minnesota, Charter School Revenue Bonds, HOPE	6/14 at 102.00	N/R	1,121,241
		Community Academy Charter School, Series 2004A, 6.750%, 12/01/33

	1,430	St. Paul Housing and Redevelopment Authority, Minnesota, Charter School Revenue Bonds, Higher	6/14 at 102.00	N/R	1,464,749
		Ground Academy Charter School, Series 2004A, 6.625%, 12/01/23

		Mississippi - 0.3% (0.2% of Total Investments)

	1,000	Mississippi Home Corporation, Multifamily Housing Revenue Bonds, Tupelo Personal Care Apartments,	11/19 at 101.00	N/R	1,020,560
		Series 2004-2, 6.125%, 9/01/34

		Missouri - 1.4% (1.0% of Total Investments)

	2,380	Kansas City Industrial Development Authority, Missouri, Multifamily Housing Revenue Bonds, Pickwick	2/14 at 102.00	N/R	2,426,148
		Apartments Project, Series 2004, 8.000%, 2/01/34 (Alternative Minimum Tax)

	2,500	St. Louis County Industrial Development Authority, Missouri, Revenue Bonds, Kiel Center	6/05 at 100.00	N/R	2,554,500
		Multipurpose Arena, Series 1992, 7.875%, 12/01/24 (Alternative Minimum Tax)

		Montana - 1.6% (1.1% of Total Investments)

	5,200	Montana Board of Investments, Exempt Facility Revenue Bonds, Stillwater Mining Company Project,	7/10 at 101.00	Ba3	5,504,876
		Series 2000, 8.000%, 7/01/20 (Alternative Minimum Tax)

		Nevada - 1.8% (1.2% of Total Investments)

	1,500	Clark County, Nevada, Local Improvement Bonds, Mountain's Edge Special Improvement District 142,	2/05 at 103.00	N/R	1,548,825
		Series 2003, 6.375%, 8/01/23

	3,670	Clark County, Nevada, Industrial Development Revenue Bonds, Nevada Power Company Project, Series	No Opt. Call	B-	3,583,425
		1995C, 5.500%, 10/01/30

	500	Clark County, Nevada, Industrial Development Revenue Bonds, Nevada Power Company Project, Series	No Opt. Call	B-	497,040
		1997A, 5.900%, 11/01/32 (Alternative Minimum Tax)

	550	Director of Nevada State Department of Business and Industry, Revenue Bonds, Las Vegas Monorail	1/10 at 102.00	N/R	562,980
		Project, Second Tier, Series 2000, 7.375%, 1/01/40

		New Jersey - 3.6% (2.5% of Total Investments)

	1,510	New Jersey Economic Development Authority, Special Facilities Revenue Bonds, Continental Airlines	9/09 at 101.00	B	1,205,312
		Inc., Series 1999, 6.250%, 9/15/29 (Alternative Minimum Tax)

	500	New Jersey Health Care Facilities Financing Authority, Revenue Bonds, Trinitas Hospital Obligated	7/10 at 101.00	BBB-	565,900
		Group, Series 2000, 7.500%, 7/01/30

		Tobacco Settlement Financing Corporation, New Jersey, Tobacco Settlement Asset-Backed Bonds, Series
		2003:
	7,825	6.750%, 6/01/39	6/13 at 100.00	BBB	7,960,999
	2,760	7.000%, 6/01/41	6/13 at 100.00	BBB	2,855,441

		New Mexico - 1.3% (0.9% of Total Investments)

	4,500	Jicarilla Apache Nation, New Mexico, Revenue Bonds, Series 2002A, 5.000%, 9/01/18	9/13 at 101.00	N/R	4,728,870

		New York - 3.7% (2.6% of Total Investments)

	1,700	New York City Industrial Development Agency, New York, Special Facilities Revenue Bonds, American	8/06 at 100.00	CCC	1,277,992
		Airlines Inc., Series 1994, 6.900%, 8/01/24 (Alternative Minimum Tax)

	750	New York City Industrial Development Agency, New York, Special Facilities Revenue Bonds, JFK	No Opt. Call	CCC	624,097
		Airport - American Airlines Inc., Series 2002A, 8.000%, 8/01/12 (Alternative Minimum Tax)

		New York State Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed and State
		Contingency Contract-Backed Bonds, Series 2003B-1C:
	5,000	5.500%, 6/01/21	6/13 at 100.00	AA-	5,532,350
	5,000	5.500%, 6/01/22	6/13 at 100.00	AA-	5,498,900

		North Carolina - 1.6% (1.1% of Total Investments)

	5,500	North Carolina Capital Facilities Financing Agency, Solid Waste Facilities Revenue Bonds, Liberty	7/12 at 106.00	N/R	5,540,920
		Tire Services of North Carolina LLC, Series 2004A, 6.750%, 7/01/29

		Ohio - 3.7% (2.6% of Total Investments)

		Belmont County, Ohio, Revenue Bonds, Ohio Valley Health Services and Education Corporation, Series
		1998:
	500	5.700%, 1/01/13	1/08 at 102.00	B	468,755
	400	5.800%, 1/01/18	1/08 at 102.00	B	360,856

	3,375	Cleveland-Cuyahoga County Port Authority, Ohio, Bond Fund Program Development Revenue Bonds,	5/14 at 102.00	N/R	3,429,371
		Garfield Heights Project, Series 2004D, 5.250%, 5/15/23

	7,800	Ohio Water Development Authority, Solid Waste Disposal Revenue Bonds, Bay Shore Power, Series	9/08 at 102.00	N/R	7,835,256
		1998A, 5.875%, 9/01/20 (Alternative Minimum Tax)

	800	Toledo-Lucas County Port Authority, Ohio, Port Revenue Bonds, Cargill Inc., Series 2004A, 4.800%,	3/14 at 101.00	A+	816,976
		3/01/22

		Oklahoma - 4.4% (3.1% of Total Investments)

		Oklahoma Development Finance Authority, Revenue Refunding Bonds, Hillcrest Healthcare System,
		Series 1999A:
	1,200	5.750%, 8/15/15 (Pre-refunded to 8/15/09)	8/09 at 101.00	AAA	1,344,096
	11,680	5.625%, 8/15/29 (Pre-refunded to 8/15/09)	8/09 at 101.00	AAA	13,021,214

	1,335	Tulsa Municipal Airport Trust, Oklahoma, Revenue Bonds, American Airlines Inc., Series 1995,	6/05 at 102.00	B-	1,125,926
		6.250%, 6/01/20

		Pennsylvania - 4.2% (3.0% of Total Investments)

		Allegheny County Hospital Development Authority, Pennsylvania, Revenue Bonds, West Penn Allegheny
		Health System, Series 2000B:
	695	9.250%, 11/15/22	11/10 at 102.00	B1	808,285
	6,455	9.250%, 11/15/30	11/10 at 102.00	B1	7,507,165

	190	Monroeville Hospital Authority, Pennsylvania, Revenue Bonds, Forbes Health System, Series 1992,	No Opt. Call	B1	180,983
		7.000%, 10/01/13

	300	Monroeville Hospital Authority, Pennsylvania, Revenue Bonds, Forbes Health System, Series 1995,	10/05 at 102.00	B1	278,382
		6.250%, 10/01/15

	240	New Morgan Industrial Development Authority, Pennsylvania, Solid Waste Disposal Revenue Bonds, New	4/05 at 101.00	BB-	236,054
		Morgan Landfill Company Inc., Series 1994, 6.500%, 4/01/19 (Alternative Minimum Tax)

	600	Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, Reliant	12/09 at 103.00	B+	632,982
		Energy Inc., Series 2003A, 6.750%, 12/01/36 (Alternative Minimum Tax)

	580	Pennsylvania Economic Development Financing Authority, Revenue Bonds, Northwestern Human Services	6/08 at 100.00	BB+	567,449
		Inc., Series 1998A, 5.250%, 6/01/09

	4,000	Pennsylvania Economic Development Financing Authority, Revenue Bonds, Amtrak 30th Street Station	6/12 at 102.00	A	4,339,880
		Parking Garage, Series 2002, 5.800%, 6/01/23 (Alternative Minimum Tax) - ACA Insured

	230	Pennsylvania Higher Educational Facilities Authority, Revenue Bonds, Allegheny General Hospital,	No Opt. Call	B1	226,633
		Series 1991A, 7.250%, 9/01/17

		Rhode Island - 0.8% (0.6% of Total Investments)

	3,000	Rhode Island Tobacco Settlement Financing Corporation, Tobacco Settlement Asset-Backed Bonds,	6/12 at 100.00	BBB	2,896,920
		Series 2002A, 6.250%, 6/01/42

		South Carolina - 1.9% (1.3% of Total Investments)

	2,755	Berkeley County School District, South Carolina, Installment Purchase Revenue Bonds, Securing	12/13 at 100.00	A-	2,964,380
		Assets for Education, Series 2003, 5.250%, 12/01/19

		Piedmont Municipal Power Agency, South Carolina, Electric Revenue Bonds, Series 1991:
	500	6.750%, 1/01/19 - FGIC Insured	No Opt. Call	AAA	654,120
	1,375	6.750%, 1/01/19 - FGIC Insured	No Opt. Call	AAA	1,767,796

	1,150	South Carolina JOBS Economic Development Authority, Hospital Revenue Bonds, Georgetown Memorial	8/11 at 100.00	AA	1,218,736
		Hospital, Series 2001, 5.250%, 2/01/21 - RAAI Insured

		Tennessee - 0.9% (0.6% of Total Investments)

	3,000	Knox County Health, Educational and Housing Facilities Board, Tennessee, Hospital Revenue Bonds,	4/12 at 101.00	Baa3	3,093,780
		Baptist Health System of East Tennessee Inc., Series 2002, 6.500%, 4/15/31

		Texas - 8.7% (6.1% of Total Investments)

	1,200	Dallas-Ft. Worth International Airport Facility Improvement Corporation, Texas, Revenue Bonds,	5/05 at 100.00	CCC	851,424
		American Airlines Inc., Series 1992, 7.250%, 11/01/30 (Alternative Minimum Tax)

	2,705	Dallas-Ft. Worth International Airport Facility Improvement Corporation, Texas, Revenue Bonds,	11/05 at 102.00	CCC	2,071,273
		American Airlines Inc., Series 1995, 6.000%, 11/01/14

	565	Dallas-Ft. Worth International Airport Facility Improvement Corporation, Texas, Revenue Bonds,	11/09 at 101.00	Caa2	357,758
		American Airlines Inc., Series 1999, 6.375%, 5/01/35 (Alternative Minimum Tax)

		Decatur Hospital Authority, Texas, Revenue Bonds, Wise Regional Health System, Series 2004A:
	1,840	7.000%, 9/01/25	9/14 at 100.00	N/R	1,949,130
	6,600	7.125%, 9/01/34	9/14 at 100.00	N/R	6,916,206

	585	Gulf Coast Industrial Development Authority, Texas, Solid Waste Disposal Revenue Bonds, Citgo	4/12 at 100.00	Ba3	668,363
		Petroleum Corporation Project, Series 1998, 8.000%, 4/01/28 (Alternative Minimum Tax)

	3,000	Harris County Health Facilities Development Corporation, Texas, Hospital Revenue Bonds, Memorial	12/14 at 100.00	A	3,091,170
		Hermann Healthcare System, Series 2004A, 5.125%, 12/01/23

	2,020	Houston, Texas, Airport System Special Facilities Revenue Bonds, Continental Air Lines Inc.	7/09 at 101.00	B-	1,446,158
		Project, Series 1998B, 5.700%, 7/15/29 (Alternative Minimum Tax)

	975	Houston, Texas, Airport System Special Facilities Revenue Bonds, Continental Air Lines Inc.	7/09 at 101.00	B-	694,180
		Project, Series 1998C, 5.700%, 7/15/29 (Alternative Minimum Tax)

		Houston, Texas, Airport System Special Facilities Revenue Bonds, Continental Air Lines Inc.
		Project, Series 2001E:
	600	7.375%, 7/01/22 (Alternative Minimum Tax)	7/11 at 101.00	B-	548,268
	5,350	6.750%, 7/01/29 (Alternative Minimum Tax)	7/11 at 101.00	B-	4,477,897

		Houston Health Facilities Development Corporation, Texas, Revenue Bonds, Buckingham Senior Living
		Community Inc., Series 2004A:
	250	7.000%, 2/15/23	2/14 at 101.00	N/R	265,290
	1,400	7.125%, 2/15/34	2/14 at 101.00	N/R	1,481,662

	5,850	Texas Department of Housing and Community Affairs, Multifamily Housing Revenue Bonds, Humble	7/21 at 100.00	N/R	5,881,649
		Parkway Townhomes, Series 2004, 6.600%, 1/01/41 (Alternative Minimum Tax)

		Virgin Islands - 3.4% (2.4% of Total Investments)

	5,000	Virgin Islands Public Finance Authority, Refinery Revenue Bonds, Hovensa LLC, Series 2003, 6.125%,	1/14 at 100.00	BBB-	5,389,250
		7/01/22 (Alternative Minimum Tax)

	3,300	Virgin Islands Public Finance Authority, Senior Secured Lien Refinery Revenue Bonds, Hovensa LLC,	7/14 at 100.00	BBB-	3,518,955
		Series 2004, 5.875%, 7/01/22

	3,000	Virgin Islands Public Finance Authority, Gross Receipts Taxes Loan Notes, Series 2003, 5.000%,	10/14 at 100.00	AA	3,174,240
		10/01/26 - RAAI Insured

		Virginia - 3.5% (2.5% of Total Investments)

		Pocahontas Parkway Association, Virginia, Senior Lien Revenue Bonds, Route 895 Connector Toll Road,
		Series 1998B:
	2,000	0.000%, 8/15/12	8/08 at 82.10	BB	1,283,600
	3,000	0.000%, 8/15/15	8/08 at 68.82	BB	1,613,880
	9,000	0.000%, 8/15/19	8/08 at 54.38	BB	3,826,530

		Pocahontas Parkway Association, Virginia, Senior Lien Revenue Bonds, Route 895 Connector Toll Road,
		Series 1998A:
	2,000	0.000%, 8/15/14	8/08 at 73.23	BB	1,141,120
	4,250	5.500%, 8/15/28	8/08 at 102.00	BB	4,087,268
	1,850	0.000%, 8/15/30	8/08 at 28.38	BB	390,443

		Washington - 3.6% (2.5% of Total Investments)

	3,000	Skagit County Public Hospital District 1, Washington, Revenue Bonds, Skagit Valley Hospital, Series	12/13 at 100.00	Baa3	3,156,300
		2003, 6.000%, 12/01/18

		Vancouver Downtown Redevelopment Authority, Washington, Revenue Bonds, Conference Center Project,
		Series 2003A:
	1,750	6.000%, 1/01/28 - ACA Insured	1/14 at 100.00	A	1,883,700
	2,500	5.250%, 1/01/34 - ACA Insured	1/14 at 100.00	A	2,542,600
	3,500	6.000%, 1/01/34 - ACA Insured	1/14 at 100.00	A	3,756,970

	1,000	Washington Public Power Supply System, Revenue Refunding Bonds, Nuclear Project 3, Series 1989B,	No Opt. Call	AAA	1,300,210
		7.125%, 7/01/16 - MBIA Insured

		Wisconsin - 5.8% (4.1% of Total Investments)

	550	Lac Courte Oreilles Band of Lake Superior Chippewa Indians, Wisconsin, Revenue Bonds, Series 2003A,	12/14 at 101.00	N/R	552,987
		7.750%, 6/01/16

	300	Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Milwaukee Catholic Home Inc.,	7/06 at 102.00	N/R	307,508
		Series 1996, 7.250%, 7/01/17

	500	Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Oakwood Village Obligated	8/05 at 100.00	A+	502,060
		Group, Series 2000A, 7.000%, 8/15/15

	5,000	Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Wheaton Franciscan Services	2/12 at 101.00	A	5,313,250
		Inc., Series 2002, 5.750%, 8/15/30

		Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Aurora Health Care Inc.,
		Series 1999A:
	2,300	5.600%, 2/15/29 - ACA Insured	2/09 at 101.00	A	2,374,584
	9,380	5.600%, 2/15/29	2/09 at 101.00	BBB+	9,585,891

		Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Southwest Health Center Inc.,
		Series 2004A:
	875	6.125%, 4/01/24	4/14 at 100.00	N/R	871,981
	1,000	6.250%, 4/01/34	4/14 at 100.00	N/R	988,130

$	490,866	Total Long-Term Investments (cost $470,809,742) - 140.2%			492,712,893

		Other Long-Term Investments - 2.1% (1.5% of Total Investments)

		Charter Mac Equity Issuer Trust, Preferred Shares, Series 2004A-4:
	5,000	6.000%, 12/31/45 (Alternative Minimum Tax) (Mandatory put 4/30/19)	No Opt. Call	A3	5,414,000
	1,000	5.750%, 12/31/45 (Alternative Minimum Tax)	No Opt. Call	A3	1,074,370

	1,000	GMAC Municipal Mortgage Trust, Series B-1, 5.230%, 10/31/39 (Alternative Minimum Tax) (Mandatory	No Opt. Call	A3	1,010,570
		put 10/31/19)

$	7,000	Total Other Long-Term Investments (cost $7,068,103)			7,498,940

		Total Investments (cost $477,877,845) - 142.3%			500,211,833

		Other Assets Less Liabilities - 1.8%			6,295,615

		Preferred Shares, at Liquidation Value - (44.1)%			(155,000,000)

		Net Assets Applicable to Common Shares - 100%			$351,507,448


(1)	All percentages shown in the Portfolio of Investments are based on net assets applicable to Common shares
	unless otherwise noted.
*	Optional Call Provisions: Dates (month and year) and prices of the earliest optional call or redemption. There
	may be other call provisions at varying prices at later dates.
**	Ratings: Using the higher of Standard & Poor's or Moody's rating.
***	Securities are backed by an escrow or trust containing sufficient U.S. Government or U.S. Government agency
	securities which ensures the timely payment of principal and interest. Such securities are normally considered
	to be equivalent to AAA rated securities.
N/R	Investment is not rated.

	Income Tax Information

	The following information is presented on an income tax basis. Differences between amounts for financial statement
	and federal income tax purposes are primarily due to timing differences in recognizing income on taxable market
	discount securities and timing differences in recognizing certain gains and losses on security transactions.

	At January 31, 2005, the cost of investments was $447,471,208.

	Gross unrealized appreciation and gross unrealized depreciation of investments at January 31, 2005, were as
	follows:

	Gross unrealized:
	Appreciation	$24,079,244
	Depreciation	(1,338,619)

	Net unrealized appreciation of investments	$22,740,625

Item 2. Controls and Procedures.

The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 (17 CFR 240.13a-15(b) or 240.15d-15(b)).
There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

Item 3. Exhibits.

File as exhibits as part of this Form a separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)), exactly as set forth below: EX-99 CERT Attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant) Nuveen Municipal High Income Opportunity Fund

By (Signature and Title)* /s/ Jessica R. Droeger--Vice President and Secretary

Date 04/01/05

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title)* /s/ Gifford R. Zimmerman--Chief Administrative Officer (principal executive officer)

Date 04/01/05

By (Signature and Title)* /s/ Stephen D. Foy--Vice President and Controller (principal financial officer)

Date 04/01/05

* Print the name and title of each signing officer under his or her signature.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY

SIGNATURES

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549

FORM N-Q