Zinc oxide, ZnO, an important technologically relevant binary compound, was investigated by reciprocating compress the sample in a diamond anvil cell using in situ high-pressure synchrotron X-ray diffraction at room temperature. The starting sample (similar to 200 nm) was compressed to 20 GPa and then decompressed to ambient condition. The quenched sample, with average grain size similar to 10 nm, was recompressed to 20 GPa and then released to ambient condition. The structural stability and compressibility of the initial bulk ZnO and quenched nano ZnO were compared. Results reveal that the grain size and the fractional cell distortion have little effect on the structural stability of ZnO. The bulk modulus of the B4 (hexagonal wurtzites structure) and B1 (cubic rock salt structure) phases for bulk ZnO under hydrostatic compression were estimated as 164(3) and 201(2) GPa, respectively. Importantly, the effect of pressure in atomic positions, bond distances, and bond angles was obtained. On the basis of this information, the B4-to-B1 phase transformation was demonstrated to follow the hexagonal path rather than the tetragonal path. For the first time, the detail of the intermediate hexagonal ZnO, revealing the B4-to-B1 transition mechanism, was detected by experimental method. These findings enrich our knowledge on the diversity of the size influences on the high-pressure behaviors of materials and offer new insights into the mechanism of the B4-to-B1 phase transition that is commonly observed in many other wurzite semiconductor compounds.