The zirconia used in dental implants requires excellent mechanical and chemical properties such as high strength, high biological performance, corrosion resistance, and phase stability. In this study, after we prepared a highly fluidized solution of calcium phosphate, we fabricated a hydroxyapatite (HA) coating layer on a zirconia substrate using the sol-gel method to enhance its biocompatibility and bone-bonding ability. We dipped the zirconia substrate into the calcium phosphate sol to obtain the HA-coated film, which was dried at room temperature. The phase change and microstructural evolution were examined while the coating dried and during heat treatment. The biological activity of the coated and as-received substrates was evaluated using an in vitro experiment and the results were compared. The HA-coated film showed a highly dense and uniform layer structure, while its physical and biological properties depended on the starting substrate, coating times, and processing conditions.