We report, for the first time, the atmospheric pressure synthesis of nonagglomerated nanoparticles (20-60 nm in diameter) of the uncommon monoclinic phase of some heavy rare earth sesquioxides RE2O3 (RE=Dy, Ho, Er, Tm, and Yb). The RE2O3 nanoparticles, prepared by a flame synthesis process, were characterized by X-ray diffraction, transmission electron microscopy, and electron energy loss spectroscopy. Monoclinic nanoparticles were formed when the flame temperature was sufficiently high; lower temperatures led to the formation of the normal cubic (C-type) phase. We explain the formation of the uncommon monoclinic phase on the basis of pressure-temperature phase equilibria, and the extra internal pressure induced by surface curvature of the nanoparticles.