Zinc antimony oxide (ZnSb2O4) thin films were prepared by inexpensive nebulizer spray pyrolysis. X-ray diffraction analysis showed that the ZnSb2O4 thin films have a tetragonal structure. The analysis of structural indices indicate that the grain size of the ZnSb2O4 films was enhanced by expanding the thickness of the ZnSb2O4 layers, and the dislocation density was decreased. Further, the optical reflectance, R, and transmittance, T, of the ZnSb2O4 sheets, were used to investigate the optical characteristics of these layers. The optical investigations of the ZnSb2O4 films refer to an improvement in the refractive index values, Urbach energy, and absorption coefficient by boosting the thickness. Moreover, the energy gap analysis of these films shows that their energy gap decreased from 3.75 to 3.47 eV as the thickness increased. The investigation of optoelectrical characteristics involves improving the optical conductivity, electrical conductivity, optical carrier concentration, and optical mobility of the ZnSb2O4 films by growing the thickness. The nonlinear optical indices of the ZnSb2O4 layers were deduced, and it was noted that the boost in the nonlinear optical indices of these films occurred by raising the thickness. Furthermore, the ZnSb2O4 films displayed n-type semiconducting properties by the hot probe equipment.