One major problem with the overuse of antibiotics is that the microorganisms acquire resistance; thus the dose must be increased unsustainably. To overcome this problem, researchers from around the world are actively investigating new types of antimicrobials. Zinc oxide (ZnO) nanoparticles (NPs) have been proven to exhibit strong antimicrobial effects; moreover, the Food and Drugs Administration (FDA) considers ZnO as GRAS (generally recognized as safe). Many essential oils have antimicrobial activity and their components do not generate resistance over time. One of the drawbacks is the high volatility of some components, which diminishes the antimicrobial action as they are eliminated. The combination of ZnO NPs and essential oils can synergistically produce a stronger antimicrobial effect, and some of the volatile compounds can be retained on the nanoparticles’ surface, ensuring a better-lasting antimicrobial effect. The samples were characterized with X-ray diffraction (XRD), transmission electron microscopy (TEM), scanning electron microscopy (SEM), Fourier transform infrared spectroscopy (FTIR), ultraviolet-visible spectroscopy (UV-Vis), and thermal analysis (TG-DSC) coupled with analysis of evolved gases using FTIR. The ZnO NPs, with a size of ~35 nm, exhibited a loading between 1.44% and 15.62%—the lower values were specific for limonene-containing oils (e.g., orange, grapefruit, bergamot, or limette), while high values were obtained from cinnamon, minzol, thyme, citronella, and lavender oils—highlighting differences among non-polar terpenes and alcohol or aldehyde derivatives. The antibacterial assay indicated the existence of a synergic action among components and a high dependency on the percentage of loaded oil. Loaded nanoparticles offer immense potential for the development of materials with specific applications, such as wound dressings or food packaging. These nanoparticles can be utilized in scenarios where burst delivery is desired or when prolonged antibacterial activity is sought.