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Reported here are observations of isolated orthorhombic (o) ZrO2 nanoparticles (NPs) in the Pbca space group under atmospheric conditions. These NPs are composed of o domains separated by internal semi-coherent boundaries. They are identified to transform from lamellar-twinned tetragonal (t) NPs. The constraining effect of the twin boundaries impedes a direct martensitic transformation to the monoclinic (m) phase but favours a transformation to the o phase. The internal boundaries are considered to evolve from the lamellar-twinning boundaries, playing an important role in the stabilization of the o structure under atmospheric conditions. The observed o structure should be an adaptive martensite transformed from the t phase, different from the general consideration of the o phase as an intermediate stage. A new lattice correspondence (LC) relationship of (011)o||(100)t and [100]o||[001]t is determined for the t-to-o transformation. A possible transformation path is proposed to be t (space group P42/nmc) to o (Pbcm or Pbc21, named oA) to o (Pbca, named oB), and the LC relationship is identified to be (100)t||(100)oA||(011)oB and [001]t||[010]oA||[100]oB.