Zr–Al alloys containing up to 26 at.% aluminum, prepared by magnetron sputtering, have been anodized in 0.1 mol dm−3 ammonium pentaborate electrolyte, and the structure and dielectric properties of the resultant anodic oxide films have been examined by grazing incidence X-ray diffraction, transmission electron microscopy, Rutherford backscattering spectroscopy, and AC impedance spectroscopy. The anodic oxide film formed on zirconium consists of monoclinic and tetragonal ZrO2 with the former being a major phase. Two-layered anodic oxide films, comprising an outer thin amorphous layer and an inner main layer of crystalline tetragonal ZrO2 phase, are formed on the Zr–Al alloys containing 5 to 16 at.% aluminum. Further increase in the aluminum content to 26 at.% results in the formation of amorphous oxide layer throughout the thickness. The anodic oxide films become thin with increasing aluminum content, while the relative permittivity of anodic oxide shows a maximum at the aluminum content of 11 at.%. Due to major contribution of permittivity enhancement, the maximum capacitance of the anodic oxide films is obtained on the Zr–11 at.% Al alloy, being 1.7 times than on zirconium at the formation voltage of 100 V.