In this work, ZnO thin films covered by TiO₂ nanoparticles (labeled as TiO₂–ZnO thin films) were prepared by electron beam evaporation. The influence of annealing temperature on the photoluminescence property of the samples was studied. The structures and surface morphologies of the samples were analyzed by X-ray diffraction (XRD) and atomic force microscope, respectively. The photoluminescence was used to investigate the fluorescent properties of the samples. The measurement results show that the ultraviolet emission of ZnO thin films is largely enhanced after they are covered by TiO₂ nanoparticles, while the green emission is suppressed. However, when the annealing temperature is relatively high (≥500 °C), the intensity of ultraviolet emission drops off and a violet emission peak along with a blue emission peak appears. This is probably connected with the atomic interdiffusion between TiO₂ nanoparticles and ZnO thin film. Therefore, selecting a suitable annealing temperature is a key factor for obtaining the most efficient ultraviolet emission from TiO₂–ZnO thin films.