Nanostructure zirconias doped with rare earth elements were obtained by coprecipitation. The morphology, structure, and phase transition of the as-prepared samples were studied. According to transmission electron microscopy, the particles appear in near spherical shape and have a mean particle sizes of about 150 nm without change with the rare earth elements. From laser Raman and X-ray diffraction results, it is known that the tetragonal phase of zirconia is stabilized by a certain concentration of the rare earth dopants, and the cubic phase is obtained if enough dopants are added. The crystal lattice increases with the increase of dopant concentration. Moreover, the heavy rare earths are better than the light ones in stabilizing effect. According to our study, laser Raman is more sensitive than X-ray diffraction in monitoring the phase transition.