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Series of ceria-zirconia (CZ)-based nano-materials with a d₅₀ in the range of 0.2 to 1.3 microns were made using the jar milling, Eiger milling, and steam jet milling (SJM) techniques. The effect of the milling conditions on the morphology and textural properties was studied. High-energy steam jet milling in a quasi-hydrothermal environment (with potential local temperature spikes over 500 °C) significantly impacted the CZ crystal structure by inducing lattice distortions. It was shown that the acquired lattice stress resulted in a significant increase in oxygen mobility, which was manifested by a TPR-H₂ T_max shift from 450–550 to 150–250 °C. CZ materials with fast oxygen mobility are metastable phases, and re-slurring nano-CZ powders in water and impregnation with precious metals had stabilizing effects on fast oxygen mobility. Efficiently enhancing the CZ redox activity milling process took place in the following order: Steam jet milling > Eiger milling > jar milling.