Aluminum oxide ($Al_2O_3$) materials were coated conformally on ZnO nanorods by atomic layer deposition (ALD). The ZnO nanorods were first synthesized on a Si(100) substrate from ball-milled ZnO powders by a thermal evaporation procedure. $Al_2O_3$ films were then deposited on these ZnO nanorods by ALD at a substrate temperature of $300^{circ}C$ using trimethylaluminum (TMA) and distilled water ($H_2O$). Transmission electron microscopy (TEM) and high-resolution transmission electron microscopy (HRTEM) images of the deposited ZnO nanorods revealed that amorphous $Al_2O_3$ cylindrical shells surround the ZnO nanorods. These TEM images illustrate that ALD has an excellent capability to coat any shape of nanorods conformally.