In the present work, we report the synthesis of ZnO nanoparticles by adopting femtosecond laser ablation of ZnO targets in pure ethanol, and in a solution of Tetramethylrhodamine B isothiocyante. An ultrafast intensified CCD device was used to study the plasma formation in the liquid environment. Dye molecules were grafted onto the ZnO nanoparticles by adding the dye solution to the ablated ZnO-ethanol solution. From the optical studies of the ZnO nanoparticles by photoluminescence spectroscopy, we observed energy transfer from the ZnO to the attached dye molecules. Strongly facetted nanohybrid particles were observed with an average size of 15 nm, by HRTEM measurements. Finally, we show that the in situ ablation in the dye solution allows to increase the efficiency of the energy transfer from the ZnO nanoparticle to the grafted dye molecules.