Although using the microstructure of a surface to enhance specific functions has immense applicability in numerous fields, few studies have been conducted on the multi-functional properties of nuclear fuel elements in harsh environments. In this study, surfaces with zirconium alloy micro-pillar arrays were prepared using micro-milling and ultraviolet nanosecond laser technology, and their functional properties such as the wettability, structural stability, and corrosion resistance were investigated. It was found that the geometric dimension of the micro-pillar arrays prepared using these two methods could meet the design requirements, but the micro-milling process had the best dimensional accuracy. Micro-nano multi-scale structures were obtained by laser ablation. However, these multi-scale structures exhibited weak structural stability, and the nanostructures were easily corroded. By contrast, the micro-pillar arrays manufactured using micro-milling were confirmed to have better structural stability and corrosion resistance. On one hand, the area mass loss of the micro-milled structure was lower than that of a flat surface after experiencing high-pressure fluid scouring at 8 and 38 m/s. On the other hand, the oxidation weight gain of the surface with the micro-milled structure was lower than that of a flat surface, and the oxide film was 22.5% thinner after 100 days of deionized water corrosion at 360°C and 18.7 MPa.