In the present work experimental study of the ZnO@ZnS core‐shell nanostructure with an active layer obtained by conversion of zinc oxide powders with H2S is reported. Тhe prepared structures were characterized by scanning electron microscopy, X‐ray diffraction, Raman spectroscopy, and far‐infrared spectroscopy. Top surface optical phonon (TSO) in ZnO, characteristic for the cylindrical nano‐objects, the surface optical phonon (SOP) mode of ZnS, and SOP modes in ZnO@ZnS core‐shell nanostructure are registered. Local mode of oxygen in ZnS and gap mode of sulfur in ZnO are also registered. This result is due to the existence of an active layer in the space between ZnO core and ZnS shell, which is very important for the application of these materials as thermoelectrics.