Osseointegration capacity and good mechanical behavior are key to the success of the dental implant. In many investigations, comparisons of properties are made using different dental implant designs and therefore the results can be influenced by the macrodesign of the dental implant. In this work, studies were carried out with the same dental implant model using different roughness and different materials—commercially pure titanium (grade 4) and zirconia. For this purpose, 80 smooth passivated titanium (Ti), 80 smooth zirconia (ZrO2), and 80 rough passivated titanium (Ti-R) dental implants were used. The samples were characterized by their roughness, wettability, surface energy, residual stresses, and fatigue behavior. The implants were implanted in minipigs for 4 and 12 weeks. The animals were sacrificed, and histological studies were carried out to determine the osseointegration parameters for each of the implantation times. Ti and ZrO2 dental implants have very similar wettability and surface energy properties. However, the roughness causes a decrease in the hydrophilic character and a decrease of the total surface energy and especially the dispersive component, while the polar component is higher. Due to the compressive residual stresses of alumina sandblasting, the rough dental implant has the best fatigue behavior, followed by Ti and due to the lack of toughness and rapid crack propagation the ZrO2 implants have the worst fatigue behavior. The bone index contact (BIC) values for 4 weeks were around 25% for Ti, 32% for ZrO2, and 45% for Ti-R. After 12 weeks the Ti dental implants increased to 42%, for Ti, 43% for ZrO2, and an important increase to 76% was observed for Ti-R implants. In vivo results showed that the key factor that improves osseointegration is roughness. There was no significant difference between ZrO2 and Ti implants without sandblasting.