ZnO nano-particles with a diameter of 10-20 nm were fabricated under oxygen and helium mixture plasma circumstance by evaporating Zn target using pulsed laser ablation. Cathodoluminescence technique, combined with transmission electron microscopy, X-ray diffraction and energy-dispersive spectrometer, was applied to study luminescence property and crystalline structure of ZnO nano-particles. Varying the oxygen partial pressure from 300 Pa to 1000 Pa, the intensity of UV peak increased and dominated in cathodoluminescence spectrum, indicating the presence of a good crystalline structure in the inner layer of ZnO nano-particles. The ratio of the intensities corresponding to the UV peak and the green-yellow peak of ZnO nano-particles synthesized in mixture (oxygen and helium) plasma was higher than that corresponding to the nano-particles fabricated in oxygen plasma.