In the present work ZnO and Mg doped ZnO nano particles have been synthesized by Chemical co precipitation method and their structural, vibrational, thermal properties have been studied. The average particle size of the prepared pure ZnO and Mg doped ZnO samples have been found to be 51nm and 44nm using Debye-Scherr’s formula. FTIR spectra analysis shows that the peak at 462.92cm-1 corresponding to the characteristic peaks of ZnO nano particle has been found to be shifted to 472cm-1 in the Mg doped ZnO nano particles. It indicates the presence of Mg in the ZnO nano particles. Doping of Mg to ZnO nano particles changes the thermal stability region of pure ZnO nano particles from 1770C -2880C to 2680C -2870C.