Polypyrrole (PPy) was directly synthesized on the surface of zinc oxide (ZnO) particles by in situ polymerization, resulting in a composite material which avoids direct contact with electrolyte and restricts the diffusion of discharge products. The microstructure of polymer-coated ZnO was observed by scanning electron microscopy and transmission electron microscopy (TEM) tests, and TEM image clearly confirms the existence of a thin layer of polymer film (about 10 nm) around ZnO particles. Anodic polarization curves and impedance spectra measurements indicate that PPy-coated ZnO possesses higher electrochemical activity compared with pure ZnO. The electrodes prepared from PPy-coated ZnO exhibit remarkably superior cycle stability, while the blank electrodes without polymer coating suffer from rapid capacity fading.