Pr-ZrSiO4 yellow ceramic pigment is believed to be a solid solution of Pr4+ with the zircon lattice, but studies are poor and scarce. The aim of this paper is the synthesis of Pr-ZrSiO4 yellow pigment in the presence of NaF by several non-conventional methods and to investigate the nature of the pigment. Results indicate that the formation of Pr-ZrSiO4 yellow pigment must be explained by two simultaneous mechanisms: formation of a solid solution of Pr in a ZrSiO4 network and an occlusion mechanism.