The influence of the synthesis conditions, the nature of the added component, and its concentration on the formation of fine-particle M-Zr-O (M = Fe, Y, La) materials was studied in the temperature range 383-973 K. The materials prepared at a variable pH of precipitation and containing 2-33 mol % M2O3 were x-ray amorphous in the range 383-673 K, except for the Fe-Zr-O samples with 33 mol % Fe2O3, which contained alpha-Fe2O3. Heat treatment at 973 K resulted in the formation of a c-ZrO2-based solid solution, whose lattice parameter depended on the nature and concentration of the second component. The minimum particle size of the materials studied was 2.5-12 nm in the range 383-673 K and 3-47 nm at 973 K.