Nanometer sized ZnO clusters are produced in the gas phase and subsequently deposited on clean Au(111) surfaces under ultra-high vacuum conditions. The zinc blende atomic structure of the approximately spherical ZnO clusters is resolved by high resolution scanning transmission electron microscopy. The large band gap and weak n-type conductivity of individual clusters are determined by scanning tunnelling microscopy and spectroscopy at cryogenic temperatures. The conduction band is found to exhibit clear quantization into discrete energy levels, which can be related to finite-size effects reflecting the zero-dimensional confinement. Our findings illustrate that gas phase cluster production may provide unique possibilities for the controlled fabrication of high purity quantum dots and heterostructures that can be size selected prior to deposition on the desired substrate under controlled ultra-high vacuum conditions.