In this study, the synthesis of thin films of Mg phosphorus doped tungsten bronzes (MgPTB; MgHPW12O40·29H2O) by the self-assembly of nano-structured particles of MgPTB obtained using the ultrasonic spray pyrolysis method was investigated. As the precursor, MgPTB, prepared by the ionic exchange method, was used. Nano-structured particles of MgPTB were obtained using the ultrasonic spray pyrolysis method. The nano-structure of the particles used as the building blocks in the MgPTB thin film were investigated experimentally and theoretically, applying the model given in this article. The obtained data for the mean particle size and their size distribution show a high degree of agreement. These previously tailored particles used for the preparation of thin films during the next synthesis step, by their self-assembly over slow deposition on a silica glass substrate, show how it is possible to create thin MgPTB films under advance projected conditions of the applied physical fields with a fully determined nanostructure of their building block particles, with a relatively small roughness and unique physical properties.