This paper describes ZnO nanocrystals embedded in BaF2 matrices by the magnetron sputtering method in an attempt to use fluoride as a shell layer to embed ZnO nanocrystals core. BaF2 is a wide-band gap material, and can confine carriers in the ZnO films. As a result, the exciton emission intensity should be enhanced. The sample was annealed at 773 K, and X-ray diffraction (XRD) results showed that ZnO nanocrystals with wurtzite structure were embedded in BaF2 matrices. Raman-scattering spectra also confirmed the formation of ZnO nanoparticles. Abnormal longitudinal-optical (LO) phonon-dominant multiphonon Raman scattering was observed in the sample. Room-temperature photoluminescence (PL) spectra showed an ultraviolet emission peak at 374 nm. The origin of the ultraviolet emission is discussed here with the help of temperature-dependent PL spectra. The ultraviolet emission band was a mixture of free exciton and bound exciton recombination observed in the low temperature PL spectra (at 77 K). Abnormal temperature dependence of ultraviolet near-band-edge emission-integrated intensity of the sample was observed. The band tail state was observed in the absorption spectra, illustrating that the impurity-related defects were caused by the shell of the BaF2 grain layer. For comparison, ZnO films on BaF2 substrates were also fabricated by the magnetron sputtering method, and the same measurement methods were used.