The unique optical properties of magnesium rare-earth alloys are interesting for making new types of solid-state electrochromic devices, based on hydrogen transport. These devices can reversibly switch between a transparent and a reflective state, when a potential difference is applied. The all-solid state devices presently studied involve a zirconium oxide proton conductor. This paper discusses the deposition and preliminary characterisation of the solid-state electrolyte. It also gives some information about the performance of a symmetrical GdMg device tested in a hydrogen gas atmosphere. This stack is composed of a GdMgHx/Pd bottom electrode, a ZrO2 . (H2O)(2) . [H-2](y) proton conductor and a Pd/GdMgHy/Pd top-electrode.