We report the formation of embedded ZnO quantum dots (QDs) by Zn and F ion sequential implantation and subsequent annealing. Optical absorption and photoluminescence spectrum measurements, transmission electron microscopy bright field images and selected area electron diffraction patterns indicate that ZnO QDs were formed after annealing in air or vacuum at temperatures higher than 500 °C. Atomic force microscopy images show a comparatively flat surface of the annealed samples, which indicates that only very few Zn atoms are evaporated to the surfaces. The formation of ZnO QDs during the thermal annealing can be attributed to the direct oxidization of Zn nanoparticles by the oxygen molecules in the substrate produced during the implantation of F ions. The quality of ZnO QDs increases with the increase of annealing temperature.