In this work a two-step procedure is reported for the formation of ZnO/porous silicon (PS) composites in which ZnO is embedded in the pores of sponge like mesoporous silicon. The procedure consists of an isothermal annealing of the PS layer in Zn vapors using a close space configuration and a subsequent oxidation of the Zn infiltrated in the pores. The oxidation agent and the annealing duration are optimized for a complete oxidation of the infiltrated Zn. Structure, morphology and composition of the samples were characterized by X-ray diffraction (XRD), extended X-ray absorption fine structure (EXAFS), Scanning Electron Microscopy (SEM), Energy Dispersive Spectroscopy (EDS), Rutherford backscattering spectrometry (RBS) and photoluminescence (PL). The ZnO/PS composite was observed to exhibit a broad luminescent band covering almost all the visible range.