Phosphor-converted white light-emitting diodes (WLEDs) have received significant attention; however, the leaked light from their blue InGaN chips has an undesirable effect on human health. Hence, it is necessary to develop red, green, and blue-emitting phosphors, which can be excited by an NUV chip instead of a blue chip. Herein, green-emitting ZnO:Cu2+ phosphors have been successfully synthesized by a simple and facile thermal diffusion method. The obtained powder shows a broad emission band peaking at 525 nm and a strong absorption peak at 377 nm. The ZnO:5%Cu2+ phosphor annealed at 800 °C in 2 hours revealed a lifetime of 0.57 ms, an activation energy of 0.212 eV, and the highest emission intensity with (x, y) CIE colour coordinates (0.3130, 0.5253). A WLED prototype has been fabricated by coating the ZnO:5%Cu2+ phosphor on an NUV 375 nm LED chip, where this coated phosphor shows a high quantum efficiency (QE) of 56.6%. This is, so far, the highest reported QE value for ZnO-based phosphors. These results suggest that the ZnO:Cu2+ phosphor could be an excellent candidate for NUV-pumped phosphor-converted WLED applications.