Graphite fiber/ZnO nanorod core-shell structures were synthesized by thermal evaporation process. The core-shell hybrid architectures were comprised of ZnO nanorods grown on the surface of graphite fiber. In addition, Hollow ZnO hierarchical structure can be obtained by oxidizing the graphite fiber. Room temperature photoluminescence (PL) of the as-made graphite fiber/ZnO nanorod structures shows two UV peaks at around 3.274 eV and 3.181 eV. The temperature-dependent photoluminescence spectra demonstrate the two UV emissions are attributed to the intrinsic optical transitions and extrinsic defect-related emissions in ZnO. These hybrid structures may be used as the building block for fabrication of nanodevices.