Zirconium dioxide (ZrO₂) nanoparticles were synthesized by electrical explosion of zirconium wire in the air. The process of wire explosion and particles formation were analyzed according to the measured current, voltage and calculated deposited energy waveforms. It was found that electrical breakdown through the vapor of Zirconium wire and the surrounding air resulted in an explosion and stopped the energy deposition in wire. By scanning electron microscopy (SEM) and transmission electron microscope (TEM) of the products, it was found that the morphologies of synthesized nanoparticles were nearly spherical and the diameters range from 30.6 to 69.4 nanometers. The x-ray diffraction (XRD) analysis show that the powders consist of monoclinic ZrO₂ (m- ZrO₂) and tetragonal ZrO₂ (t- ZrO₂), the content of t-ZrO₂ increases while the content of m-ZrO₂ decreases with the increased charging voltage, the average sizes of the m-ZrO₂ and t-ZrO₂ are both increase when the charging voltage increases.