ZrB2 thin films are used as neutron burnable absorbers of nuclear reactor. In this paper, ZrB2 thin films were prepared on surfaces of Si(111) and UO2 fuel elements by magnetron sputtering. The microstructures of films were observed with scanning electron microscope (SEM). The phase constituents and compositions of ZrB2 films were analyzed by X-ray diffraction (XRD), X-ray energy dispersion spectroscope (EDS) and X-ray Photoelectron Spectroscopy (XPS). This paper has focused its efforts on the adherence quality through thermal shock and nano scratch tests. Results show that films with dense growth deposited on Si(111) and UO2 substrates are uniform and well adhered to the substrates. The films are consisted of pure ZrB2, and only Zr and B elements are detected. The critical load of films is about 455 mN.