Zaleya pentandra L. jaffery is the only species of the genus Zaleya that grows in the Cholistan desert, Pakistan. It is a Xero-halophyte plant with high phenolic and flavonoid content. The present research was designed to investigate the phytochemical composition, biological activities, and in silico molecular docking of the ethanolic extract of Z. pentandra. The phytochemical evaluation was done through preliminary phytochemical testing, estimation of total bioactive content, and gas chromatography–mass spectrometry (GC–MS) analysis for the identification of volatile compounds. For the evaluation of biological activities, antioxidants, and enzyme inhibition (α-glucosidase, cholinesterase, and tyrosinase), antibacterial and antiviral assays were performed. GC–MS analysis revealed the presence of 29 tentative volatile compounds. The ethanolic extract of Z. pentandra contains high phenolic content (119.6 ± 0.12 mg GAE/g extract) and flavonoid content (45.5 ± 0.19 mg QE/g extract), which correlates with the strong DPPH, FRAP, and enzyme inhibition results. The ethanolic extract of Z. pentandra also showed dose-dependent antibacterial activity. Micrococcus luteus and Pseudomonas aeruginosa were found to be most susceptible, with 16 mm and 17 mm zone of inhibitions at a maximum dose of 20 mg/mL. Antiviral results showed that the ethanol extract has excellent activity against H9, IBV, and NDV viral strains. Additionally, in silico molecular docking was performed in order to determine the interaction and binding affinity between the enzymes and compounds identified by GC–MS. α-glucosidase, cholinesterase, and tyrosinase showed the highest binding affinity toward 1,2-benzenedicarboxylic acid, 2-hydroxy-n-(2-phenylethyl) benzamide, γ-sitosterol, and lactose. These findings can serve as a benchmark for anti-diabetic-, neuro-, and skin-protective uses of this plant and can be used for the isolation of pure bioactive compounds in the future.