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The transmittance, reflectance, photo and cathodoluminescence spectra of a ZnO-filled opal nanocomposite, as well as the spectra of ZnO nanoparticles deposited on sapphire and glass substrates, were investigated. The ZnO nanoparticles have basically a (002) orientation and a regular cone form. They exhibit a strong exciton emission at 380 nm and relatively low green emission at 565 nm. In the ZnO-filled opal nanocomposite a ``red shift'' of the photonic band gap position in comparison with the bare artificial opal and its effect on the photoluminescence spectra are observed. Quenching of the excitonic emission of the ZnO nanoparticles grown in the opal voids is found and it is assigned to an energy transfer from the ZnO nanoparticles to opal matrix defect centers.