A detailed study on the optical cavity modes of zinc oxide microspheres under the optical excitation is presented. The zinc oxide microspheres with diameters ranging from 1.5 to 3.0 µm are prepared using hydrothermal growth technique. The photoluminescence measurement of a single microsphere shows prominent resonances of whispering gallery modes at room temperature. The experimentally observed whispering gallery modes in the photoluminescence spectrum are compared with theoretical calculations using analytical and finite element methods in order to clarify resonance properties of these modes. The comparison between theoretical analysis and experiment suggests that the dielectric constant of the ZnO microsphere is somewhat different from that for bulk ZnO. The sharp resonances of whispering gallery modes in zinc oxide microspheres cover the entire visible window. They may be utilized in realizations of optical resonators, light emitting devices, and lasers for future chip integrations with micro/nano optoelectronic circuits, and developments of optical biosensors.