The high-quality ZnO nano-rod arrays were successfully epitaxial grown on indium-tin oxide (ITO) glass substrates by the electrochemical deposition (ECD) method. We studied the optical properties of the ZnO nano-rod arrays with different lengths of about 0.2-1 mu m and diameter of about 50-100 nm in detail. A clear quantum confinement effects in the UV region and a weak broad absorption in the visible region were shown in the room temperature UV-visible absorption spectra of the ZnO nano-rod arrays. A sharp peak in the UV region and a very weak broad peak in the visible region were shown in the room temperature photoluminescence (PL) spectra. The absorption and UV emission were red-shift with the increase of the ZnO nano-rod's length in the UV region. The ITO substrate plays a crucial role here. The defects are lower during deposition of the ZnO nano-rods then the lattice mismatch of the interface region of the ZnO nano-rods and ITO glass between them.