Using first-principles calculations, we have investigated the electronic, optical, magnetic and thermoelectric properties of the pristine and doped SrZrO3 (SZO) with Mn, Co, and Fe atoms at Sr-site. Our calculations shows that the Mn. Co, and Fe atoms at Sr-site can be easily incorporated in SZO due to their lower formation energies. The pristine SZO exhibit a non-magnetic semiconductor nature with a band gap of 4.06 eV. Interestingly, the dopants Mn, Co, and Fe atoms alters the semiconductor nature of SZO to magnetic one with a band gap values of 1.38(↑)/1.74(↓), 2.98(↑)/0.0(↓), and 0.0(↑)/1.87(↓) for Mn-, Co–, and Fe-doped SZO. This 100 % spin-polarization near the fermi-level, confirming the half-metallic nature of the X-SZO (X = Mn, Co, Fe). Importantly, the magnetic anisotropy energy (MAE) of 1.27 meV, 1.45 meV, and 0.67 meV is estimated for Mn-, Co–, and Fe-doped SZO, respectively. Thus, the realization of MAE could pave a way to utilize Mn-, Co–, and Fe-doped SZO for applications in magnetic semiconductor devices. Optical absorption of Mn-SZO spectra exhibits blueshift upon introducing impurities and materials exhibits good absorption in the visible region. A drop in reflectivity and rise in conductivity in the high energy Ultraviolet region make these materials as potential candidate for fabrication of devices in the field of photodetectors, optoelectronic, power electronics, solar cells, photonic and photovoltaics. The ZT value is recorded 0.35, 0.45, 1.12 and 0.55 for pristine, Mn-SrZrO3, Co-SZO and Fe-SZO respectively at different temperature values. It would be ideal to perform more experimental research on the effective application of these systems in the domains of magnetic semiconductor devices and photo-electronics.