(ZrMg)_xY_2-2xW₃O₁₂ (x=0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9 and 1.0) ceramics were developed with a simple solid state method, and the structure, hygroscopicity and thermal expansion property of ceramics were characterized by X-ray diffraction, Raman spectroscopy, thermal analyzer and thermal dilatometer. The results show that with the increase of Zr⁴⁺/Mg²⁺ content, the hygrosopicity of (ZrMg)_xY_2-2xW₃O₁₂ ceramics decreases obviously, and the coefficient of thermal expansion increases gradually from negative thermal expansion to positive thermal expansion. A near-zero thermal expansion is realized for (ZrMg)_0.6Y_0.8W₃O₁₂ (455~1 050 K, -0.54×10^-6 K^-1) as x=0.6, and the coefficient of thermal expansion of a, b and c axes are measured to be α_a=-1.13×10^-6 K^-1, α_b=1.77×10^-6 K^-1 and α_c=-1.80×10^-6 K^-1, respectively. The intrinsic volumetric coefficient of thermal expansion α_v is -1.21×10^-6 K^-1.