Copper zirconium phosphate hydrate (Cu(OH)2Zr(HPO4)2·2H2O, hereafter referred to as Cu-α-ZrP) with high crystallinity was directly synthesized in a NaF-CuO-ZrO-P2O5-H2O system under hydrothermal conditions. The copper ion was confirmed to be an exchangeable cation in the Cu-α-ZrP through elemental analysis and a proton ion exchange process. The crystal structure of the Cu-α-ZrP was determined ab initio by using X-ray powder diffraction data. In the structure, the CuO6 octahedron would be located in an exchangeable atom position. Moreover, Cu-α-ZrP was evaluated as an additive in grease in a four ball test. The maximum nonseizure load (PB, representing the load-carrying capacity) of the base grease containing Cu-α-ZrP was increased from 353 to 1235 N. The excellent load-carrying capacity may be explained by the easier adherence of the material to the worn surface forming a tight protective film.