The local atomic structures around the Zr atom of pure (undoped) ZrO2 nanopowders with different average crystallite sizes, ranging from 7 to 40 nm, have been investigated. The nanopowders were synthesized by different wet‐chemical routes, but all exhibit the high‐temperature tetragonal phase stabilized at room temperature, as established by synchrotron radiation X‐ray diffraction. The extended X‐ray absorption fine structure (EXAFS) technique was applied to analyze the local structure around the Zr atoms. Several authors have studied this system using the EXAFS technique without obtaining a good agreement between crystallographic and EXAFS data. In this work, it is shown that the local structure of ZrO2 nanopowders can be described by a model consisting of two oxygen subshells (4 + 4 atoms) with different Zr—O distances, in agreement with those independently determined by X‐ray diffraction. However, the EXAFS study shows that the second oxygen subshell exhibits a Debye–Waller (DW) parameter much higher than that of the first oxygen subshell, a result that cannot be explained by the crystallographic model accepted for the tetragonal phase of zirconia‐based materials. However, as proposed by other authors, the difference in the DW parameters between the two oxygen subshells around the Zr atoms can be explained by the existence of oxygen displacements perpendicular to the z direction; these mainly affect the second oxygen subshell because of the directional character of the EXAFS DW parameter, in contradiction to the crystallographic value. It is also established that this model is similar to another model having three oxygen subshells, with a 4 + 2 + 2 distribution of atoms, with only one DW parameter for all oxygen subshells. Both models are in good agreement with the crystal structure determined by X‐ray diffraction experiments.