Spray pyrolysis was used to synthesize lead magnesium niobate (PMN) by atomizing a mixture of nitrate aqueous solutions into a high-temperature furnace. This approach allows for instant removal of solvents and decomposition of metal-salts, thereby limiting phase segregation on a nanometer scale, and lowering the transformation temperature for pyrochlore-to-perovskite phase transition. As-synthesized particles were nanocrystalline pyrochlores, with an average crystallite size ∼22 nm. More than 96% perovskite phase was obtained when as-sprayed powders were subsequently calcined at 750°C for 4 h. Sintered PMN ceramics exhibited the typical frequency-dependent dielectric properties, with a peak value of dielectric constant of 18 000, and a transition temperature at −9.6°C at 100 Hz. a series of ceramics were prepared with varied grain sizes. Increasing the grain size increased the dielectric constant, probably due to the smaller fraction of the less-polarizable grain-boundary phases.