To increase the capacitance of an Al electrolytic capacitor, the anodic oxide film, Al2O3, was partly replaced by an Al2O3-ZrO2 (Al-Zr) composite film prepared by the vacuum infiltration method and anodization. The microstructure and composition of the prepared samples were investigated by scanning electron microscopy and transmission electron microscopy. The coated and anodized samples showed multi-layer structures, which consisted of an inner Al hydrate layer, a middle Al- Zr composite layer, and an outer Al2O3 layer. The thickness of the coating layer could go up to 220 nm when the etched Al foil was coated 8 times. The electrical properties of the samples, such as specific capacitance, leakage current, and withstanding voltages, were also characterized after anodization at 100 V and 600 V. The capacitances of samples with ZrO2 coating were 36.3% and 27.5% higher than those of samples without ZrO2 coating when anodized at 100 V and 600 V, respectively.