GdxZn1−xO nanosize powders (nominal x = 0–0.03) were prepared by using a modified-Pechini method. We observed a clear diminution of the grain-size with an increase in the gadolinium nominal concentration (down to 25 nm for x = 0.003). Attempts to substitute larger Gd amount (x = 0.05) on the Zn site were unsuccessful. The powders were densified into dense pellets using spark plasma sintering (SPS). A second phase, Gd2O3, was evidenced after the SPS step for Gd fractions as low as x = 0.008. We studied the temperature-dependent thermoelectric properties and the best properties at room temperature were observed for x = 0.002–0.003, with an electrical resistivity (ρ) of about 5.9 × 10−3 (Ω cm) and a Seebeck coefficient (S) of −164 µV K−1, corresponding to a power factor (S2/ρ) of 0.46 mW K−2 m−1. Hall effect measurements were carried out and the obtained results were consistent with the Seebeck coefficient and electrical resistivity evolution, in function of Gd concentration.