Thermoelectric effects are more sensitive and promising probes to topological properties of emergent materials, but much less addressed compared to other physical properties. Zirconium pentatelluride (ZrTe$_{5}$) has inspired active investigations recently because of its multiple topological nature. We study the thermoelectric effects of ZrTe$_{5}$ in a magnetic field and find several anomalous behaviors. The Nernst response has a steplike profile near zero field when the charge carriers are electrons only, suggesting the anomalous Nernst effect arising from a nontrivial profile of Berry curvature. Both the thermopower and Nernst signal exhibit exotic peaks in the strong-field quantum limit. At higher magnetic fields, the Nernst signal has a sign reversal at a critical field where the thermopower approaches to zero. We propose that these anomalous behaviors can be attributed to the Landau index inversion, which is resulted from the competition of the $sqrt{B}$ dependence of the Dirac-type Landau bands and linear-$B$ dependence of the Zeeman energy ($B$ is the magnetic field). Our understanding to the anomalous thermoelectric properties in ZrTe$_{5}$ opens a new avenue for exploring Dirac physics in topological materials.
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