An aqueous colloidal solution was prepared at 80 °C and pH = 9 from suitable chemical compounds to produce zinc oxide (ZnO) crystals and thin films. The ZnO crystals were grown in the colloidal solution under special conditions. Their micrographs showed ZnO rods with hexagonal structure. The number of the rods, increased over time. The ZnO thin films were produced on glass substrates in the same colloidal solution using the chemical bath deposition (CBD) method in different deposition times. The produced films were post-annealed for about one hour at 400 °C. Crystalline structure, phase transitions and nanostructure of the films were investigated by X-ray diffraction (XRD), scanning electron microscopy (SEM) and atomic force microscopy (AFM). ZnO wurtzite structure was dominant, and by increasing the deposition time, the films became more crystalline. Nanostructure of the films changed from rod to wire and transformed into pyramid-like structures. Also, morphology of the films changed and re-nucleation ocurred. Optical reflectance was measured in the wavelength of 300 nm to 800 nm with a spectrophotometer. Other optical properties and optical band gaps were calculated using Kramers-Kronig relation on reflectivity curves. Second harmonic generation was calculated by Z-scan technique. Nonlinear refraction and real part of susceptibilities were obtained. Both positive and negative nonlinear refractions appeared in the ZnO films. It is important for the use in optoelectronic devices. Electronic properties were assessed by the full potential linearized augmented plane wave (FP-LAPW) method, within density functional theory (DFT). In this approach, the generalized gradient approximation (GGA) was used for the exchange-correlation potential calculation. The band gap structure and density of states were calculated.