The doping of ZnO is efficient to improve the piezoelectric property and thermal stability of Pb(Mg1/3Nb2/3)O-3-PbTiO3 (PMN-PT) based ceramics. However, the underlying physics, especially the local domain structures of the ZnO modified PMN-PT ceramics, which is strongly associated with the electric properties, is not clear yet. In this paper, we investigated the local domain structures and their evolution as a function of x in PMN-0.32PT:xZnO ceramics. It was found that, the domain evolution is mainly caused by the growth of grain size induced by the sintering aiding effect of ZnO at x < 0.04, and the domain evolution can be attributed to the phase transition induced by the partial replacement of Mg2+ by Zn2+ in the B-site of PMN-PT lattice at x > 0.06. Furthermore, we also investigated the domain structure evolution as functions of temperature and local external electric field in PMN-0.32PT:0.06ZnO ceramics, which exhibited superior piezoelectric property relative to other compositions. We found that the irregular nanodomains are more stable at high-temperature range, and the regular non-180 degrees domains exhibited more complex rotation behavior under local electric field, which probably leads to the thermal stability and piezoelectric property enhancement in the ZnO-modified PMN-0.32PT ceramics.