Here, we show that wet impregnation of ZrO₂ nanoparticles with 10% and 20% Eu oxide followed by thermal anneal in air above 500 °C produces full stabilization of the tetragonal phase of ZrO₂ without evidencing any phase separation. The bare ZrO₂ nanoparticles were obtained using three synthetic methods: oil in water microemulsion, rapid hydrothermal, and citrate complexation methods. The homogeneity of the solid solutions was assessed using X-ray diffraction, Raman spectroscopy, high resolution transmission electron microscopy, and advanced luminescence spectroscopy. Our findings show that wet impregnation, which is a recognized method for obtaining surface doped oxides, can be successfully used for obtaining doped oxides in the bulk with good homogeneity at the atomic scale. The limits of characterization technique in detecting minor phases and the roles of dopant concentration and host structure in formation of phase stabilized solid solutions are also analyzed and discussed.