With increasing miniaturization, it is extremely important to maintain the magnetization stability at small scale. Herein, more efforts and interests focus on the interface of magnetic core and semiconductor shell to obtain desired magnetic and/or luminescent properties. Here, Fe3O4 nanocubes are synthesized via a thermal decomposition followed by coating ZnO nanocrystals. To create a large interface, large Fe3O4 nanocubes with 78 +/- 3 nm average side-length are synthesized through adjusting the ratio of iron precursor to stabilizer. The average diameter of the particular ZnO nanostructures coated on the nanocubic Fe3O4 is around 10 +/- 2 nm. In addition to the photoluminescent properties of the ZnO-coated nanostructures, core-shell Fe3O4@ZnO nanostructures demonstrate enhanced UV absorption at 360 nm, which has a 20 nm blueshift compared to bulk ZnO. The superparamagnetic properties of Fe3O4@ZnO core-shell hybrid nanocrystals at room temperature are dominated by the ferromagnetic properties when the temperature is lower than the Blocking temperature, 235.7 K. The observed exchange bias and temperature-dependent magnetization can result from the interfacial interphase between ZnO and Fe3O4. The anisotropy contributed by the interfacial interphase allows the nanostructures to maintain stable magnetization in miniaturized devices.