Inspired by bird's nest structure, fibrous mullite ceramic was fabricated by vacuum impregnation with mullite fibers as raw material and zirconia sol-gel as inorganic binder. The effect of impregnation times on the properties of the fibrous mullite ceramic, such as porosity, microstructure, compressive strength and room-temperature thermal conductivity were investigated. The results showed that low density (0.45–0.66 g/cm3), relative high compressive strength (0.62–3.34 MPa) and low thermal conductivity (0.037–0.125 W/mk) were exhibited for the sample. The toughness of fibrous mullite ceramic was enhanced due to the micro-creaks caused by transformation of zirconia. From the experimental results, it is suggested that it was an optimal method which have the potential use in high-temperature thermal insulation materials to produce fibrous mullite ceramics.