Zirconia-based bulk glasses were prepared for the first time by sol-gel method. Such materials are very promising for application as photochromic devices, catalytic systems, chemical sensors, lasers and other nonlinear optics devices. Obtained transparent and semi-transparent materials were studied by small and ultra-small angle neutron scattering (SANS and USANS) methods. As evidenced by SANS, morphology of zirconia glasses is very sensitive to parameters of sol-gel synthesis, e.g. temperature and concentration of reactants. SANS data correlates rather well with surface porosity data. Increasing water concentration in reaction mixtures containing zirconium propylate leads to a significant increase in fractal cluster size, while decrease of the temperature results in an increase of the fractal dimension. The obtained results indicate that parameters of the microstructure and consequently physical properties of zirconia glasses can be effectively controlled by parameters of synthesis.