There are provided a high-strength zirconia-containing inorganic fiber having excellent alkali resistance, oxidation resistance, catalyst function and/or catalyst-carrying function and a process for the production thereof. The zirconia-containing inorganic fiber is a fiber which is formed of a composite oxide phase comprising a first phase mainly formed of a silica component or silicon carbide and a second phase formed of zirconia, and it is characterized in that the ratio of Zr slopingly increases toward the surface layer of the fiber.