In this work, we investigated the thermoelectric, electrochemical, and dielectric properties of four different ZnO morphologies, namely nanoribbons, nanorods, nanoparticles, and nanoshuttles. Temperature-dependent Seebeck coefficients were observed using thermoelectric measurements, which confirmed that all synthesized ZnO nanostructures are n-type semiconductors. The Van der Pauw method was applied to measure electrical conductivity, which was also used to calculate the thermal activation energy. Electrochemical properties were analyzed by cyclic voltammetry techniques under five different optical filters. Electrical conductivity of ZnO morphologies showed an increasing trend with increasing temperature. The highest electrical conductivity (1097.60 Ω−1m−1) and electronic thermal conductivity (1.16 ×10−4 W/mK) were obtained for ZnO nanorods at 425 K, whereas ZnO nanoshuttles carried the lowest electrical conductivity (1.10 ×10−4 Ω−1m−1) and electronic thermal conductivity (8.72 × 10−7 W/mK) at 325 K. ZnO nanorods obtained the maximum Power factor value in all temperature ranges. All nanostructures showed electro-catalytic performance with different optical filters. From impedance spectroscopy analysis, ZnO nanorods showed the highest dielectric constant at high frequencies (>1 MHz) at 2.02 ± 0.06, while ZnO nanoshuttles gave the highest dielectric constant at low frequencies (<100 Hz) at 9.69 ± 0.05. These results indicate that ZnO nanorods have the most favorable thermoelectric, electrochemical, and dielectric properties compared to all other ZnO morphologies.