Zirconium nitride films can act as one of the coating materials for important components due to their excellent mechanical properties. Here, we reported a room-temperature magnetron sputtering to deposit ZrN films onto zirconium alloy substrates. The results of sputtering pressure on microstructure and mechanical properties of ZrN films were characterized by X-ray diffraction (XRD), transmission electron microscope (TEM), scanning electron microscope (SEM), atomic force microscope (AFM) and nanoindentation. The results showed that the crystallinity trend of ZrN films increased first and then decreased with the increase of sputtering pressure at room temperature. The variations of surface roughness, the hardness, elastic and modulus of ZrN films were consistent with the crystallinity trend of ZrN films. Finally, we obtained the best mechanical properties of the nanocrystalline ZrN films at a sputtering pressure of 0.7 Pa. The surface roughness was 11.20 nm, the hardness and elastic modulus were 16.022 GPa and 193.518 GPa, respectively.