In this study, alumina/yttria core/shell nanoparticles with different yttria shell thicknesses were synthesized via a partial wet chemical route. The formation of core/shell nanoparticles was investigated using X-ray diffraction (XRD), scanning electron microscopy (SEM) and transmission electron microscopy (TEM) techniques. The yttria shell thickness was determined from the peak broadening and the volume fraction of the coating phase obtained from the XRD pattern via the Rietveld method and compared with the TEM micrograph. The results indicated that the XRD is an effective method for the quantitative analysis of the core/shell nanoparticles structure yielding the shell thickness as a function of the crystallite size within the relatively wide range of shell thickness.