Thermal decomposition of hydrothermal micro- and nano-sized CrO₂ powders obtained at the presence of nuclei with different structures (Mo + Sb, Te + Sn) and an iron dopant (Te + Sn + Fe) was studied by thermal analysis (DTG–DSC), XRD, SEM, VSM methods, and SSA estimation. It has been found that the decomposition of chromium dioxide happens with formation of CrO_1.5 at 450–540 °C, no changes in the lattice parameters were observed. The temperature of the process for nano-sized CrO₂ samples is 100 °C lower than for micro-sized sample. The decomposition of nanopowders occurs in two stages with DTG and DSC peaks at about 470 and 500 °C correspondingly. The particles under study consist of a CrO₂ core and a CrOOH shell, so the sample transformation begins from the shell oxidation resulting in the CrO₂ surface layer formation. The first peak corresponds to the decomposition of such layer to Cr₂O₃, and the second—to the core transformation which occurs later. For the iron-containing powders, the additional endoeffect and mass loss has been found at 550 °C, which is determined by presence of a Fe_xCr_1−xO₂ solid solution mainly located in the particle shell. The shift toward lower temperatures for nano-sized samples decomposition peak and the observed peak splitting indicate an impact of the dimensional effect on powder thermal stability. Obtained data show that nanopowders are highly stable up to 200 °C and can be used for magnetoelectronic devices.