A $ZrO_2$ thin film as a corrosion protective layer was deposited on Zircaloy-4 (Z-4) clad material using $N_2O$ as a reactive gas by RF reactive magnetron sputtering at room temperature. The Z-4 substrate was located in plasma or out of plasma during the $ZrO_2$ deposition process to investigate mechanical and corrosive properties for the plasma immersion. Tetragonal and monoclinic phases were existed in $ZrO_2$ thin film immersed in plasma. We observed that a grain size of the $ZrO_2$ thin film immersed in plasma state is larger than that of the $ZrO_2$ thin film out of plasma state. In addition, the corrosive property of the $ZrO_2$ thin films in the plasma was characterized using the weight gains of Z-4 after the corrosion test. Compared with the $ZrO_2$ thin film immersed out of plasma, the weight gains of $ZrO_2$ thin film immersed in plasma were larger. These results indicate that the $ZrO_2$ film with the tetragonal phase in the $ZrO_2$ can protect the Z-4 from corrosive phenomena.