Zirconium pentatelluride (ZrTe5) single crystal has recently received significant attention because of its quantum electronic transport properties and is regarded as a promising candidate for low-temperature thermoelectric cooling and spintronic applications. However, single crystal of ZrTe5 has generally small sizes and can only be produced in small quantities using a complicated process, whereas ZrTe5 polycrystals are easily produced and their properties are easily adjusted. In this study, we focus on the magneto-transport properties at low temperatures of nanocomposites of ZrTe5 produced using both hand-milling and ball-milling processes to investigate the impact of microstructure. The ball-milled sample shows a low thermal conductivity of 1 W.m-1.K-1, which is almost a constant below 300 K. However, due to its small grain sizes, the electron mobility is significantly decreased, thus their thermoelectric performances are not as good as that of the hand-milled sample. Also, below 25 K, the resistivity and the Seebeck coefficient of the ball-milled sample are decreased, which is associated with the energy barrier at their grain boundaries. Due to the larger grain sizes and fewer defects in the hand-milled sample, the external magnetic field shows a significant influence on its thermoelectric properties at low temperatures. These results indicate that polycrystalline ZrTe5 with large grain sizes may exhibit similar quantum properties as those of single crystals.