A lanthanum zirconate La2Zr2O7 was synthesized by soft mechanochemical method using zirconium oxynitrate ZrO(NO3)2·6H2O and lanthanum carbonate La2(CO3)3·8H2O as reagents. Mechanical activation of the reagents was carried out in a centrifugal planetary ball mill. The processes occurring during calcination of the jointly and the separately mechanically activated salt mixture were studied using DSC, TG coupled with mass spectrometry, XRD analysis, and FTIR spectroscopy. It was shown that in the course of joint mechanical activation in the mill alongside with intimate mixing of the reagents and their amorphization exchange reaction occurred, producing lanthanum nitrate, basic lanthanum nitrate, basic zirconium carbonate, and hydrated zirconium oxide. The DSC curve of the jointly mechanically activated salt mixture showed a strong exothermic peak at 878 °C which was not associated with mass loss. This peak was attributed to La2Zr2O7 crystallization in agreement with XRD data. Nanocrystalline lanthanum zirconate synthesized by annealing of the jointly mechanically activated salt mixture was characterized using XRD analysis, scanning, and transmission electron microscopy.