The mechanical and thermal properties of ZrAl2 under high pressure are of great significance in the field of science and engineering technology of Zr-Al Alloys, and are studied by first-principles. The stress dependencies of the elastic and thermodynamic properties of the ZrAl2 were investigated in the ranges of 0 ~ 30 GPa. The result shows that with increasing pressure, the computed elastic constants of ZrAl2 compound increase monotonically, and ZrAl2 is weakly anisotropic. Moreover, ZrAl2 initially appears brittle, but its ductility is significantly improved at higher pressures. ZrAl2 is an indirect bandgap semiconductor under pressures of 5 ~ 10 GPa, but under higher pressure, their valence band overlaps with the conduction band on the Fermi surface. With increasing pressure, a strong covalent feature in the Zr-Al bonds occurs. Besides, the thermodynamic properties of ZrAl2 at higher pressures obtained by calculating the phonon spectrum are discussed. Our findings are useful as a reference for basic studies on the properties of ZrAl2 and for future practical applications of this phase.