The preparation of nano- and submicrometer particles using an integrated pulse combustion–spray pyrolysis process was investigated for the first time. Zinc oxide nanoparticles with average sizes ranging from 20 to 40 nm were synthesized using a salt precursor with a lower decomposition temperature than the pulse combustion (PC) temperature. Particles of a doped-type oxide, gadolinium oxide-doped with europium, were also produced from a precursor, whose decomposition temperature was higher than the PC temperature, and were observed to be ellipsoidal–toroidal in shape and submicrometer in size. The high-intensity fluctuating pressures generated by PC and the precursor decomposition temperature are proposed as the reasons for the formation of either nanoparticles or aspherical particles. In addition, hot gas fluctuating flow in PC enhanced energy transfer, resulting in more crystalline particles, as compared with particles produced by conventional spray pyrolysis.