The dependences of cathodoluminescence (CL) from ZnO:Zn phosphor powder upon local space, accelerating voltage and beam current have been investigated at room temperature. Ultraviolet (UV) luminescence, which is hard to be observed in photoluminescence (PL) at room temperature, has been clearly observed in CL as well as green luminescence. The intensity ratio of the UV luminescence to the green one varies from point to point. From the comparison with PL, the UV luminescence is attributed to the recombination of ZnO free excitons. The UV luminescence is little observed at low accelerating voltage where, similar to the excitation light for PL measurement, the electron beam penetrates into only the surface depletion layer where free excitons are unstable due to the surface electric field. However, the UV luminescence from the depletion layer becomes observable at large beam current because of the suppression of the electric field in the depletion layer caused by injected electrons.