Purpose: Bone stress and interfacial sliding at the bone-implant interface (BII) were analyzed in zirconia and titanium implants with various thread designs and interface conditions (bonded BII and contact BIIs with different frictional coefficients) for both conventional and immediately loaded treatments. Materials and Methods: A total of 18 finite element models comprising two implant materials (zirconia and titanium), three thread designs (different shapes and pitches), and three interface conditions (bonded and contact BIIs) were analyzed to assess the effects on bone stresses and on sliding at the BII. The material properties of the bone model were anisotropic, and a lateral force of 130 N was applied as the loading condition. Results: In the immediately loaded implant, the stress was highly concentrated at one site of the periimplant bone. The peak bone stress was more than 20% lower in zirconia implants than in titanium implants for a bonded BII and 14% to 20% lower for a contact BII. The bone stresses did not differ significantly between implants with V-shaped threads and square threads. However, sliding at the BII was more than 25% lower with square-thread implants than with V-shaped-thread implants for titanium implants and 36% lower for zirconia implants. Reducing the thread size and pitch in cortical bone (via two V-shaped threads with different pitches) decreased the bone stress by 13%. Increasing the frictional coefficient reduced sliding at the BII in both zirconia and titanium implants. Conclusions: As an implant material, zirconia can reduce the bone stress in the crestal cortical region. Bone stress and sliding at the BII are heavily dependent on the thread design and the frictional coefficient at the BII of immediately loaded implants.