Thin film deposition is the core in the filter preparation process and its optimization is of great significance for the stability improvement of thin film filters. In this paper, a Zr thin film was deposited by pulsed direct current (DC) magnetron sputtering at different working pressures (0.05--1.0 Pa) of Ar. The surface of the thin film was measured by a Zygo interferometer and then the film stress was calculated. The microstructure changes of the thin film were characterized by an X-ray diffractometer and an atomic force microscope. The results show that the Zr thin film exhibits compressive stress when the working pressure is higher than 0.1 Pa, and the stress decreases slowly with the decrease in working pressure. Furthermore, when the pressure is 0.05 Pa, the film exhibits tensile stress. The variations in the phase structures and surface roughness are analyzed to further explain the generation mechanism for tensile stress. The results show that the main reason for the tensile stress forming is the microstructure change caused by plastic flow in the metal. Our study optimizes the deposition process in the preparation of low-stress and self-supporting Zr filters and has significant application value in extreme ultraviolet lithography, synchrotron radiation, and astronomical observation.