This article presents the data on α-Fe2O3 nanoparticles synthesized via Pechini method using iron(III) oxide precursor from steel industry. It is important to highlight the added value that is given to an industrial waste. The samples were characterized by thermal analysis (DTA, TG), X-ray diffraction (XRD), and Fourier transform infrared spectroscopy (FTIR). The TG showed three mass changes, whereas DTA resulted in three anomalies. X-ray diffraction pattern of the samples disclosed rhombohedral structure characteristic of the nanocrystalline α-Fe2O3 phase. The crystallite size was estimated for each thermal treatment. Fourier transform infrared spectroscopy confirms the phase purity of prepared nanoparticles. A detailed study on the local structure of the samples was carry out in the region of 800 and 400 cm-1, where the associated bands of Fe-O bonds are presents. The data have not been reported nor discussed for now.