ZrO2 ceramics were fabricated by slurry-based material extrusion along the Z-printing direction, and the anisotropic shrinkage rate, surface roughness, flexural and compressive strength of ZrO2 ceramics sintered at different temperatures were investigated and discussed in this manuscript. The results indicated that the sintered ZrO2 ceramic samples possessed anisotropic sintering shrinkage rates in different directions and roughness on different surfaces, where the shrinkage rates in the Z and X directions were relatively larger, and the roughness on the YZ surface was relatively lower, which can be explained using varying stresses induced by different sintering temperatures and gravity force during printing and sintering. When loaded along the FZ direction, the ceramic samples exhibited relatively higher flexural and compressive strength, and the main reason for anisotropic strength was that the bonding layers along the Z-printing direction were tighter, while weak connections and shear deformation between extruded filaments led to a reduction in strength. When sintered at 1450 degrees C for 2 h, the ceramic samples exhibited the minimum anisotropic behavior and superior comprehensive properties, and the corresponding anisotropic factors for shrinkage rate were 0.96 (6Y/6X) and 0.97 (6X/6Z), for surface roughness was 0.94, for flexural and compressive strength were 0.87 and 0.63, respectively.