We have reported the preparation of ZnO-coated GaN nanowires and investigated changes in the structural and photoluminescence (PL) properties by the application of a thermal annealing process. For fabricating the core-shell nanowires, Zn target was used to sputter ZnO shell onto GaN core nanowires. X-ray diffraction (XRD) analysis indicated that the annealed core-shell nanowires clearly exhibited the ZnO as well as GaN phase. The transmissoin electron microscopy (TEM) investigation suggested that annealing has induced the crystallization of ZnO shell layer. We have carried out Gaussian deconvolution analysis for the measured PL spectra, revealing that the core GaN nanowires exhibited broad emission which consist of red, yellow, blue, and ultraviolet peaks. ZnO-sputtering induced new peaks in the green region. Thermal annealing reduced the relative intensity of the green emission.