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Three-dimensional photonic crystals of zirconia were prepared by electrodeposition in a colloidal crystals template following calcination at 500 °C. Scanning electron microscopy, thermogravimetric analysis, X-ray diffraction, and reflectance spectroscopy were employed to characterize the photonic crystals of zirconia. It was found that hydrated zirconium ions could penetrate the colloidal crystals template and reach the substrate easily by electrodeposition, which resulted in stronger bonding between the substrate and the as-deposited membrane. Moreover, the electrodeposited membrane had low water content, leading to a low amount of shrinkage during calcination. Both these properties could suppress detachment from the substrate upon removal of the colloidal crystals template. Therefore, the three-dimensional photonic crystals of zirconia synthesized in this study exhibited very good preservation of the ordered structures of the colloidal crystals template with a high density. A peak of reflection higher than 70% was formed in the reflectance spectrum because of the strong diffraction of the ordered structures.