Multi-layer systems are frequently used as anti-reflective coatings (ARCs) due to their excellent optical properties. However, these systems suffer from erosive degradation (wear), thus urgently seeking alternative ways to improve their mechanical properties while maintaining their optical response. To tackle this problem, we propose to dope multi-layer TiO2/SiO2 coatings with Zr-oxides to enhance their crystalline structure and density/compactness, as well as to form Si–Zr–O bonds. We explore the effect of Zr-oxide doping on the microstructure as well as the optical and mechanical properties of multi-layer TiO2/SiO2 coatings with the overall aim to synergistically induce enhanced optical and mechanical properties. Therefore, homogeneous 250 nm thick multi-layer TiO2/SiO2 coatings doped with Zr-oxides (different atomic concentrations) were deposited on glass substrates by magnetron sputtering. Based on our analysis, Zr-doping improves the optical and mechanical properties simultaneously. Among all ARCs, the sample annealed at 400 °C and doped with 1 at.-% Zr presented an excellent anti-reflective behavior and the best mechanical performance. These characteristics point towards an improved mechanical resistance (outstanding durability) and optical efficiency thus rendering them excellent candidates for the protection of glass covers on solar panels.