A material with the formula ZrMgMo3O12 having negative thermal expansion is presented and characterized. It is shown that ZrMgMo3O12 crystallizes in an orthorhombic symmetry with space group Pnma(62) or Pna21(33) and exhibits negative thermal expansion in a large temperature range (αl = −3.8 × 10−6 K−1 from 300K to 1000K by x-ray diffraction and αl = −3.73 × 10−6 K−1 from 295K to 775K by dilatometer). ZrMgMo3O12 remains the orthorhombic structure without phase transition or decomposition at least from 123K to 1200K and is not hygroscopic. These properties make it an excellent material with negative thermal expansion for a variety of applications.