CoCrMo is commonly used as the femoral head material in the artificial hip joint. In order to increase the wear and corrosion resistance of the femoral head, the use of ceramic coating has been reported. Besides the tribological properties of the coating, coating adhesion is of paramount importance in prolonging the service life of the implant. The present study aims at improving the adhesion of ZrO2 sol-gel coating on CoCrMo substrate via pretreatment of the substrate. Two types of pretreatment, namely, electro-etching and electrodeposition of Co, were attempted to create different surface topography on the substrate. It is found that electrodeposition under appropriate conditions (current density of 100 mA/cm2 for 150 s) could effectively increase the adhesion strength, by about 37% and 83% for the load of first crack (Lc1) and the load of breakthrough (Lc2), respectively. The improvement could be attributed to the creation of a densely populated “prolate spheroids”, which provided an increased contact area for bonding and mechanical interlocking.