A $ZrO_2$ coating solution containing $ZrO_2$ photo-catalysis, which is transparent in visible light, was prepared by the hydrolysis of alkoxide, and thin films on the $SiO_2$ glass substrate were formed in a dipcoating method. These thin films were heat-treated at temperatures ranging from $250^{circ}C-800^{circ}C$ and their characteristics were subjected to thermal analysis, XRD, spectrometry, SEM, EDS, contact angle measurement, and AFM. Tetragonal $ZrO_2$ phase was found in the thin film heat treated at $450^{circ}C$, and anatase $TiO_2$ phase was detected in the thin film heat-treated at $600^{circ}C$ and above. The thickness of the films was approximately 300 nm, and the roughness was 0.66 nm. Thus, the film properties are excellent. The films are super hydrophilic with a contact angle of $4.0^{circ}$; moreover, they have self-cleaning effect due to the photo catalytic property of anatase $TiO_2$.