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Nanocrystalline zirconium nitride/oxide "zirconium oxynitride" nanocomposite film is deposited on zirconium substrate by dense plasma focus device at room temperature. X-ray diffraction of irradiated samples reveals that different phases (ZrN, Zr₃ N₄ and ZrO₂) of zirconium nitride and zirconium oxide are evolved. The crystallinity of these phases depends on axial positions as well as ion energy flux. Scanning electron microscopy shows that the deposited film is more compact at lower axial position, which is due to higher ion energy flux. Energy dispersive X-rays spectroscopy shows that the presence of nitrogen concentration decreases by increasing the axial position. Maximum microhardness value for the deposited layer is found to be 7200 ± 12 MPa at 10 gram imposed load.