The vertically aligned zinc oxide (ZnO) nanorods were synthesized on silicon (Si) substrate using high-pressure pulsed laser deposition (HPPLD). The aligned ZnO nanorods were obtained at the substrate temperature of 650 °C, oxygen partial pressure of 7 Torr, and the target-substrate distance of 25 mm. The influence of substrate lattice mismatch including gallium nitride (GaN-2%), sapphire (Al2O3-18%), and Si (40%) on the growth of ZnO nanowalls was examined. The interlinked ZnO nanowalls were obtained on GaN substrate, whereas ZnO nanorods were obtained on Al2O3 and Si substrates. The magnesium (Mg) doping has influenced the morphological transition of ZnO from nanorods to nanochains. The chain-like structures were obtained for Mg-doped ZnO target. The growth mechanism has been proposed for the formation of ZnO nanorods, nanowalls, and nanochains. The strong (0002) peak and E2H mode confirmed that the ZnO nanorods, nanowalls, and nanochains are preferentially oriented along c-axis and have good crystalline quality. The near band edge emission (NBE) at 3.27 eV revealed the good optical properties of ZnO nanorods, nanowalls, and nanochains.