Nanoparticles can be made into bulk material by sintering process in order to obtain some excelled properties of nanomaterials. Because ZrO2 has a good thermal-resistance property, it has been widely used as thermal-barrier material, including functionally graded material (FGM) and thermal barrier coating (TBC). In the present paper, ZrO2 nanoparticles with a size of 10, 50, 80 and 100 nm were fabricated into bulk material respectively with the help of cold and isostatic pressing processes. The thermal diffusion coefficient, the hot expand coefficient and the specific heat of these bulk materials were measured. The experimental results showed that after ZrO2 nanoparticles being pressed and sintered, the nanoparticles were found in a state of aggregation in the bulk materials, but there are some nanometer size effects in their thermal physic properties. It was found that the thermal diffusion coefficients between 100-150oC were obviously different, as the samples were made of ZrO2 with different nanometer dimensions. The less the nanometer size of particles, the higher the thermal diffusion coefficient. The hot expand coefficient of the sample from 100 nm ZrO2 particles was 96.9741×10-7 K-1 between 30-300 oC. However, the hot expand coefficient of the sample from 10 nm ZrO2 particles was 100.2345×10-7 K-1. On the other hand, the specific heat of the bulk material from ZrO2 nanoparticles was much higher than that of the bulk material from micron ZrO2 particles. When the temperature was over 350 oC, the size of ZrO2 nanoparticles influenced the specific heat of bulk material even more. With the decreasing of size of ZrO2 nanoparticles the specific heat of bulk material increased continuously.