ZrW2O8 was successfully synthesized via combustion method with (NH4)5H5[H2(WO4)6] ·H2O, ZrOCl2·8H2O, H3BO3, (NH2)2CO and HNO3. The best prescription of combustion synthesizing of ZrW2O8 was obtained. The linear thermal expansion coefficient of synthesized ZrW2O8 is -5.08×10-6oC-1 in the temperature range of 50-600oC. Different weight ratios of ZrW2O8 and ZrO2 were taken into account. Al2O3 was added into the composite during sintering to increase the density of the composites. When the weight ratio of ZrO2 to ZrW2O8 is 2, the composite with near zero thermal expansion can be obtained. 0.25 wt% Al2O3 can effectively increase the density of ZrO2/ZrW2O8 composites with slight influence on the thermal expansion property.