ZnO has prominent electron transport and optical properties, beneficial for photovoltaic application, but its surface is prone to the formation of defects. To overcome this problem, we deposited nanostructured TiO2 thin film on ZnO nanorods to form a stable shell. ZnO nanorods synthesized by wet-chemistry are single crystals. Three different procedures for deposition of TiO2 were applied. The influence of preparation methods and parameters on the structure, morphology, electrical and optical properties were studied. Nanostructured TiO2 shells show different morphologies dependent on deposition methods: (1) separated nanoparticles (by pulsed laser deposition (PLD) in Ar), (2) a layer with nonhomogeneous thickness (by PLD in vacuum or DC reactive magnetron sputtering), and (3) a homogenous thin layer along the nanorods (by chemical deposition). Based on the structural study, we chose the preparation parameters to obtain an anatase structure of the TiO2 shell. Impedance spectroscopy shows pure electron conductivity that was considerably better in all the ZnO@TiO2 than in bare ZnO nanorods or TiO2 layers. The best conductivity among the studied samples and the lowest activation energy was observed for the sample with a chemically deposited TiO2 shell. Higher transparency in the visible part of spectrum was achieved for the sample with a homogenous TiO2 layer along the nanorods, then in the samples with a layer of varying thickness.