By covering a thin Al₂O₃ coating on ZrO₂ substrate, compressive stress caused by the mismatch of thermal expansion coefficients between the coating and substrate was introduced in the surface layer of Al₂O₃-ZrO₂ pre-stressed ceramics (marked as A_CZ_S pre-stressed ceramics). Vickers indentation test was carried out to check the crack resistance in the surface layer and substrate influenced by the residual stresses. The enhancement of the crack resistance in surface layer results in a high flexural strength and excellent damage tolerance. Both theoretical analysis and experimental results show that the compressive stress and crack resistance in the surface layer increase with the increasing ratio of the cross-sectional area of ZrO₂ substrate to Al₂O₃ coating. Due to the residual compressive stress existing in Al₂O₃ coating, a high flexural strength of (1207±20) MPa was measured for ZrO₂ specimens coated with 40 μm Al₂O₃. The flexural strength is 32% higher than that of monolithic ZrO₂, and about triple of the value of Al₂O₃. Meanwhile, compared to ZrO₂, the A_CZ_S pre-stressed ceramics exhibit superior thermal shock resistance.