To investigate the mechanism by which ZrO₂ modification affects the electrochemical performance of the NaNi_1/3Fe_1/3Mn_1/3O₂ (NFM) cathode material for sodium-ion batteries, ZrO₂-coated NFM (ZrO₂@NFM) was prepared via high-temperature calcination. XRD refinement results revealed that ZrO₂ modification increased the Na-layer spacing in the NFM material. XPS analysis results demonstrated that ZrO₂ modification adjusted the Mn³⁺/Mn⁴⁺ ratio in NFM by reducing the Mn³⁺ content. Electrochemical test results revealed that, compared to NFM, ZrO₂@NFM exhibited superior rate capability and cycling stability. It also exhibited significantly enhanced Na⁺ diffusion coefficients and reduced interfacial charge transfer resistance. The ZrO₂ coating increased Na-layer spacing, reduced electrochemical polarization, and inhibited side reactions. In summary, the synergistic effect of component regulation and surface engineering through ZrO₂ coating improved Na⁺ diffusion kinetics and enhanced cycling stability.