In this study, nanostructured ZnO arrays were synthesized by an accessible thermal oxidation (TO) methodology. The Zn films were chemically etched with nitric acid (HNO3) and then oxidized in a furnace at 500 °C for 5 h. Two different morphologies were achieved by modifying the HNO3 concentration in the etching process: (a) ZnO grass-like nanostructures and (b) rod-like nanostructures, with an etching process in HNO3 solution at 2 and 8 M concentration, respectively. The physical and chemical properties of the samples were analyzed by X-ray diffraction (XRD), scanning (SEM) and transmission electron microscopy (TEM), energy dispersive X-ray spectroscopy (EDS), and Raman spectroscopy. Both morphologies were functionalized with hemoglobin, and a difference was found in the efficiency of functionalization, which was monitored by UV–Vis spectroscopy. The sample with the highest efficiency was the ZnO grass-like nanostructures. Afterward, the capture of carbon dioxide was evaluated by monitoring a sodium carbonate solution interacting with the as-functionalized samples. The evaluation was analyzed by UV–Vis spectroscopy and the results showed a CO2 capture of 98.3% and 54% in 180 min for the ZnO grass-like and rod-like nanostructures, respectively.