Thermoelectric materials are competitive candidates for special cooling applications. Mg₃Sb₂-based materials consisting of inexpensive ingredients have profound thermoelectric properties. At present, alloying with Mg₃Bi₂ is the most effective approach to optimize the thermoelectric properties of Mg₃Sb₂-based materials. However, the extremely low abundance of bismuth in the crust contradicts its economic expectation. In this work, the ZrO₂ micro-particles were separated into the Mg_3.2Sb_1.99Te_0.01. The doping effect of Zr atoms at Mg sites increased the electrical conductivity, and the combined secondary phase lowered the lattice thermal conductivity. With acceptable degradation in the Seebeck coefficient, the sample combined with 5% (in mass) ZrO₂ exhibited a dimensionless figure of merit (zT) of 0.49 and a power factor of 2.7 mW·m⁻¹·K⁻² near room temperature. The average zT in the range from 300 K to 500 K reached 0.8, on par with the Mg₃Sb₂Mg₃Bi₂ alloys. Besides, the compressive and bending strengths reach 669 MPa and 269 MPa, respectively, far superior to the common room-temperature thermoelectrics. This secondary phase showed a surprising and uncostly promotion of the Mg₃Sb₂-based thermoelectric materials, impelling the realization of its commercial application.