An original catalytic method has been proposed to synthesize carbon nanotubes (CNTs)-ZrB2-ZrO2 heterostructures using ZrB2 polymeric precursor. The pyrolysized gases from the ZrB2 polymeric precursor are identified to be the carbon sources for CNTs growth. A parametric study is conducted to control the CNTs growth by optimizing parameters such as synthesis temperature and catalyst content. Observations show that the in situ grown CNTs are homogeneously dispersed in the powders, and the structure and the amount of CNTs are significantly dependent on the synthesis parameters. There are two kinds of grown CNTs existed in the produced hybrid heterostructures: (i) the kinking structured CNTs that are disordered and incomplete graphitization; (ii) the improved and graphitized CNTs. The ZrB2 polymeric precursor during thermal pyrolysis provides capable of supplying substantial carbon source for CNTs nucleation and growth by homogeneous vapor-liquid-solid reactions.