The aim of the paper was to discuss different effects, such as, among others, agglomeration of selected nanoparticles, particularly those from zirconia, on the tribological behavior of lubricants. The explanation of the difference between the concepts of ‘aggregation’ and ‘agglomeration’ for ZrO2 nanoparticles is included. The factors that influence such an agglomeration are considered. Classification and thickeners of grease, the role of additives therein, and characteristics of the lithium grease with and without ZrO2 additive are discussed in the paper. The role of nanoparticles, including those from ZrO2 utilized as additives to lubricants, particularly to the lithium grease, is also discussed. The methods of preparation of ZrO2 nanoparticles are described in the paper. The agglomeration of ZrO2 nanoparticles and methods to prevent it and the lubrication mechanism of the lithium nanogrease and its tribological evaluation are also discussed. Sample preparation and a ball-on disc tester for investigating of spinning friction are described. The effect of ZrO2 nanoparticles agglomeration on the frictional properties of the lithium grease is shown. The addition of 1 wt.% ZrO2 nanoparticles to pure lithium grease can decrease the friction coefficient to 50%. On the other hand, the agglomeration of ZrO2 nanoparticles in the lithium grease can increase twice the friction coefficient relative to that for the pure grease.