The photo-response of a ZnO nanoparticle embedded in a nanopore made on a silicon nitride membrane is investigated. The ZnO nanoparticle is manipulated onto the nanopore and sandwiched between aluminum contact electrodes from both the top and bottom. The asymmetric device structure facilitates current-voltage rectification that enables photovoltaic capacity. Under illumination, the device shows open-circuit voltage as well as short-circuit current. The fill factor is found to increase at low temperatures and reaches 48.6% at 100 K. The nanopore structure and the manipulation technique provide a solid platform for exploring the electrical properties of single nanoparticles.