High-strength zirconia (ZrO2) continuous fibers, which are potential candidates as ultra-high temperature thermal insulators and reinforced materials, are typically fabricated by dry spinning an organozirconium precursor. However, the uncontrolled decomposition of organozirconium precursor usually occurs upon heat treatment that breaks the continuous fibers into pieces, resulting in the loss of tensile strength. Herein, in this contribution, we aimed to maintain the integrity of ZrO2 precursor fibers during heat treatment. For this purpose, novel high-pressure vapor (HPV) pretreatment of ZrO2 precursor fiber was introduced. The HPV pretreatment is considered to be efficient for the removal of the organics in precursor, promoting the formation of amorphous structures of Zr(OH)(4) and Zr(OH)(3)HCO3. Combining the studies of microstructures and tensile strengths, it was found that the amorphous structures played roles of cross-linking points, keeping the fibers integrity during the followed heat treatment. After HPV pretreatment, the high-strength ZrO2 continuous fibers would be obtained by direct sintering in air without any atmosphere which substantially lowered the cost. The tensile strengths of sintered ZrO2 continuous fibers pretreated by an optimized HPV procedure could reach up to as high as 1.299 GPa. The HPV pretreatment method provides a high-efficiency, low-cost technique for preparing high-quality ceramic fibers.