Two-dimensional (2D) metal-diboride ZrB2 monolayers was predicted theoretically as a stable new electronic material [A. Lopez-Bezanilla, Phys. Rev. Mater., 2018, 2, 011002 (R)]. Here, we investigate its electronic transport properties along the zigzag (z-ZrB2) and armchair (a-ZrB2) directions, using the density functional theory and non-equilibrium Green's function methods. Under low biases, the 2D ZrB2 shows a similar electrical transport along zigzag and armchair directions as electric current propagates mostly via the metallic Zr-Zr bonds. However, it shows an electrical anistropy under high biases, and its I−V curves along zigzag and armchair directions diverge as the bias voltage is higher than 1.4 V, as more directional B-B transmission channels are opened. Importantly, both z-ZrB2 and a-ZrB2 show a pronounced negative differential conductance (NDC) effect and hence they can be promising for the use in NDC-based nanodevices.