Previous studies on the structural and functional properties of rhodium are based on the face-centered-cubic (fcc) structure in the bulk form. Here we report the first discovery of the hexagonal-close packed (hcp) rhodium in the nanoparticle form. The hcp Rh can be directly synthesized by solvothermal reaction or by electron-beam induced decomposition of Rh monolayers. The hcp Rh nanoparticles are stable under electron beam irradiation. Compared with the fcc structure, the hcp Rh nanoparticles show a large lattice expansion (6% larger atomic volume). The first-principles calculations suggest that the lower surface energy of hcp Rh leads to the size effect in the crystal structure.