In alkaline condition, the mesoporous molecular sieve MCM-41 was synthesized by the hydrothermal reconstruction method with sodium silicate as the silion source and cetyltrimethylammoniumbromide (CTAB) as the surfactant template. The MCM-41 supported nano-ZnO composite was prepared with mesoporous material molecular sieve MCM-41 as carrier and heating the Zn(Ac)2-loaded MCM-41. The structures of ZnO/MCM-41 composite were characterized by scanning electro microscope, photoluminescence spectroscopy, infrared spectroscopy, N2 absorption-desorption and UV-Vis absorption spectroscopy. The result showed that the diameter of mesoporous molecular sieve was 1.7 \mm. The spectroscopic characterization of the ZnO/MCM-41 synthesised at different temperatures was studied. It was shown that the size of MCM-41 was limited and the size of ZnO was smaller than 2 nm. Owing to the quantum-size effect, the UV-Vis absorption and fluorescence of the nano-ZnO particles were blue-shifted distinctly. By the infrared spectroscopy, the skeleton of mesoporous molecular sieve was not changed after loading ZnO on MCM-41.