The present study was aimed at revealing the influence of the mechanical stress induced by water molecules adsorption on the composition of crystalline phases in the ZrO2–3mol%Y2O3-nanoparticles. Three basic methods have been used to determine the phase transition: neutron diffraction, Raman microspectroscopic scanning, and X-ray diffraction. The fact of phase-structural β → α transformation and the simultaneous presence of two polymorphic structural modifications (β is the phase of the tetragonal syngony and α of monoclinic syngony in nanosized particles (9nm)) under normal physical conditions was established by these methods. Satisfactory consistency was achieved between the results obtained using different techniques.