The present study suggests the use of high energy ball milling to mix (to dope) the phase MgB2 with the AlB2 crystalline structure compound, ZrB2, with the same C32 hexagonal structure than MgB2, in different concentrations, enabling the maintenance of the crystalline phase structures practically unaffected and the efficient mixture with the dopant. The high energy ball milling was performed with different ball-to-powder ratios. The analysis of the transformation and formation of phases was accomplished by X-ray diffractometry (XRD), using the Rietveld method, and scanning electron microscopy. As the high energy ball milling reduced the crystallinity of the milled compounds, also reducing the size of the particles, the XRD analysis were influenced, and they could be used as comparative and control method of the milling. Aiming the recovery of crystallinity, homogenization and final phase formation, heat treatments were performed, enabling that crystalline phases, changed during milling, could be obtained again in the final product.