Epoxy resins were reinforced with different ZnO nanofillers (commercial ZnO nanoparticles (ZnO NPs), recycled ZnO and functionalized ZnO NPs) in order to obtain ZnO–epoxy composites with suitable mechanical properties, high adhesion strength, and good resistance to corrosion. The final properties of ZnO–epoxy composites depend on several factors, such as the type and contents of nanofillers, the epoxy resin type, curing agent, and preparation methods. This paper aims to review the preparation methods, mechanical and anti-corrosion performance, and applications of ZnO–epoxy composites. The epoxy–ZnO composites are demonstrated to be valuable materials for a wide range of applications, including the development of anti-corrosion and UV-protective coatings, for adhesives and the chemical industry, or for use in building materials or electronics.