The size effect on the thermal expansion of ZrO2/ZrW2O8 fabricated by the conventional thermal sintering process is investigated systematically. The small-sized sample with dense microstructure and few ZrW2O8 decomposition exhibits near-zero thermal expansion. While the microstructure and thermal expansion property of the large-sized sample deteriorates due to the serious decomposition of ZrW2O8. The finite element analysis is used to investigate the thermal transfer during the quenching, demonstrating that the smaller specific surface area (SSA) of the large-sized sample is the direct reason of the size effect, and the core causes are the instability of ZrW2O8 and the low thermal conductivity of the ZrO2/ZrW2O8. A thermal conductive pathway is further designed for the large-sized sample to verify and attenuate the size effect by increasing the SSA. The technique of ultra-low sintering temperature is urgently recommended to effectively solve the obstruction caused by the size effect.