ZnO nanoparticles were prepared in a typical single-step experimental procedure, in different water-to-ethylene glycol volume ratios at a moderate temperature. Morphological studies performed by SEM and TEM have revealed two different types of nanosized particles: hexagonal facetted nanoparticles and spherical ones. The obtained ZnO nanoparticles were further coated with the coupling reagent tetraethyl orthosilicate (TEOS), in situ and ex situ. The thickness of the silica layer around the ZnO nanoparticles varied between 4 and 18 nm. The coated as well as the bare ZnO nanoparticles were thoroughly characterized by different characterization methods. They were also incorporated into poly-methylmethacrylate (PMMA). The obtained PMMA/ZnO nanocomposites showed relatively high transmittance for visible light but also relatively high absorbance in the UV region between 250-370 nm.