A comparative analysis of the features of UV-stimulated emission (SE) of various disordered active materials based on ZnO crystallites for a random laser (RL) was carried out. The superlinear increase in the intensity of the UV photoluminescence (PL) band of polydisperse nano-micro-crystalline (PNMC) ZnO powder at a wavelength of λ = 387 nm and some narrowing of its halfwidth in the range of 20–15 nm with increasing pump intensity indicates random lasing with incoherent feedback (FB). The properties of similar UV PL bands under the same conditions of a thin film containing hexagonal ZnO microdisks, as well as samples of monodisperse ZnO nanopowder with nanoparticle sizes of 100 nm, indicate stimulated radiation with coherent feedback. It is shown that, among the studied materials, PNMC ZnO powder with widely dispersed crystallites ranges in size from 50 nm to several microns, which in turn, consists of nanograins with dimensions of ~25 nm, is the most suitable for creating a random laser with incoherent feedback at room temperature. The dominant factor of UV SE in PNMC ZnO powder is radiation transitions under exciton–exciton scattering conditions. The possible mechanisms of this random emission with the continuous spectrum are discussed. The average optical gain coefficient αg at λ = 387 nm in this RL system is estimated as αg~150 cm−1.