Nano-grained ZrB₂ thin films are prepared by radio-frequency (rf) magnetron sputtering and, the thermal stability and the diffusion barrier performance are evaluated at elevated temperatures. It is demonstrated that the as-deposited ZrB₂ thin films can effectively block the intermixing of Cu and Si atoms up to 700 °C. But substantial atomic diffusion occurs at 725 °C resulting in high-resistance CuSi_x compounds. A Cu₃Si phase is formed at 750 °C and it has an epitaxial relationship with Si substrates, like, Cu₃Si (000)//Si (11) and Cu₃Si (100)//Si (1). Although the crystallization of nano-grained ZrB₂ thin films is enhanced at 700 °C, the high thermal stability makes it possible to be exploited as a diffusion barrier in Cu interconnects.