In this paper, ZrO2 and WO3 were used as the raw materials to prepare ZrO2/ZrW2O8 composites by in situ reaction method and the thermal expansion property of the composites was studied. This novel method included a heating step up to 1473 K for 24 h, which combines the synthesizing and sintering of ZrW2O8. The result indicates that ZrO2/ZrW2O8 composite shows near-zero thermal expansion when the weight ratio of ZrO2 and WO3 is 2.5:1. Compared with composites prepared previously by non-reactive sintering of ZrO2 and ZrW2O8, the composites show higher relative density and lower porosity.