Structural and superconducting properties of magnesium diboride thin films grown by pulsed laser deposition on zirconium diboride buffer layers were studied. We demonstrate that the ZrB2 layer is compatible with the MgB2 two step deposition process. Synchrotron radiation measurements, in particular anomalous diffraction measurements, allowed to separate MgB2 peaks from ZrB2 ones and revealed that both layers have a single in plane orientation with a sharp interface between them. Moreover, the buffer layer avoids oxygen contamination from the sapphire substrate. The critical temperature of this film is near 37.6 K and the upper critical field measured at Grenoble High Magnetic Field Laboratory up to 20.3 T is comparable with the highest ones reported in literature.